+16.4%
TUSK vs VT
+57.0%
-40.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +4.8% | +2.4% | +2.5% | +2.1% |
| 30D | +20.3% | -1.5% | +21.8% | +21.5% |
| 3M | +1.6% | -4.1% | +5.7% | +5.7% |
| 6M | 0.0% | +0.6% | -0.6% | -1.1% |
| YTD | +76.2% | +11.0% | +65.2% | +55.9% |
| 1Y | +71.6% | +13.3% | +58.2% | +48.2% |
| 3Y | -22.6% | +73.4% | -96.0% | -59.0% |
| All | +16.4% | +57.0% | -40.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling