-82.2%
TURB vs VT
+73.5%
-155.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +4.9% | +4.0% |
| 7D | +2.9% | -0.1% | +3.0% | +2.4% |
| 30D | -9.2% | -3.1% | -6.1% | -12.6% |
| 3M | -36.4% | -3.5% | -32.9% | -39.6% |
| 6M | -33.1% | +0.5% | -33.5% | -32.2% |
| YTD | -3.5% | +10.8% | -14.3% | +10.6% |
| 1Y | -64.3% | +11.9% | -76.2% | -59.1% |
| 3Y | -38.6% | +73.0% | -111.6% | -45.6% |
| All | -82.2% | +73.5% | -155.8% | -85.8% |
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