+36.7%
TUR vs VT
+221.4%
-184.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | +1.7% | +1.0% | +0.7% | +0.9% |
| 30D | +4.4% | -0.2% | +4.7% | +4.6% |
| 3M | +6.2% | +4.5% | +1.7% | +2.7% |
| 6M | +10.1% | +14.1% | -4.0% | +0.1% |
| YTD | +19.0% | +14.8% | +4.3% | +7.7% |
| 1Y | +27.2% | +21.2% | +6.0% | +10.4% |
| 3Y | +9.9% | +76.6% | -66.7% | -28.5% |
| 5Y | +102.9% | +66.6% | +36.3% | +36.7% |
| 10Y | +36.7% | +222.3% | -185.5% | -52.9% |
| All | +36.7% | +221.4% | -184.7% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling