-75.4%
TURB vs VT
+77.1%
-152.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +2.3% |
| 7D | +7.9% | -2.0% | +9.9% | +5.3% |
| 30D | -12.1% | -1.4% | -10.7% | -13.7% |
| 3M | -24.1% | +4.7% | -28.8% | -19.0% |
| 6M | -64.6% | +11.4% | -75.9% | -57.6% |
| YTD | +33.4% | +13.1% | +20.3% | +57.8% |
| 1Y | -54.4% | +19.0% | -73.5% | -46.1% |
| All | -75.4% | +77.1% | -152.5% | -79.7% |
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