+123.5%
TU vs VT
+345.0%
-221.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.2% | +4.6% |
| 7D | +8.7% | -4.2% | +12.8% | +11.3% |
| 30D | +19.5% | -5.8% | +25.3% | +23.6% |
| 3M | -2.5% | -5.2% | +2.8% | +0.4% |
| 6M | -22.2% | +0.1% | -22.3% | -22.9% |
| YTD | -23.9% | +8.2% | -32.1% | -28.3% |
| 1Y | -31.5% | +10.1% | -41.7% | -36.3% |
| 3Y | -36.3% | +69.7% | -106.0% | -55.8% |
| 5Y | -46.4% | +53.4% | -99.8% | -60.6% |
| 10Y | -1.1% | +219.2% | -220.3% | -54.8% |
| All | +123.5% | +345.0% | -221.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling