-86.8%
TV vs VT
+224.4%
-311.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -5.8% |
| 7D | -2.2% | -0.7% | -1.5% | -1.7% |
| 30D | +0.9% | -1.7% | +2.6% | +2.6% |
| 3M | -19.6% | -2.3% | -17.3% | -17.4% |
| 6M | -21.1% | +1.5% | -22.6% | -23.5% |
| YTD | -22.7% | +12.0% | -34.7% | -34.7% |
| 1Y | -23.7% | +12.9% | -36.6% | -36.3% |
| 3Y | +16.5% | +74.9% | -58.4% | -47.4% |
| 5Y | -71.9% | +59.9% | -131.8% | -85.3% |
| 10Y | -86.8% | +224.6% | -311.4% | -97.1% |
| All | -86.8% | +224.4% | -311.2% | -97.1% |
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