-82.9%
TURB vs VT
+73.9%
-156.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.5% |
| 7D | +5.3% | +2.4% | +2.9% | +7.6% |
| 30D | -6.4% | -1.5% | -4.8% | -8.3% |
| 3M | -34.7% | -4.1% | -30.6% | -38.5% |
| 6M | -28.8% | +0.6% | -29.3% | -27.8% |
| YTD | -7.3% | +11.0% | -18.3% | +6.5% |
| 1Y | -44.8% | +13.3% | -58.2% | -36.7% |
| 3Y | -38.9% | +73.4% | -112.3% | -45.7% |
| All | -82.9% | +73.9% | -156.9% | -86.3% |
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