-87.9%
TV vs VT
+215.5%
-303.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.6% |
| 7D | +12.4% | -2.3% | +14.8% | +15.7% |
| 30D | +5.4% | -5.0% | +10.3% | +12.1% |
| 3M | -17.3% | -4.9% | -12.4% | -11.8% |
| 6M | -18.4% | -1.5% | -16.9% | -17.5% |
| YTD | -19.2% | +8.5% | -27.7% | -28.7% |
| 1Y | -16.4% | +11.4% | -27.7% | -28.8% |
| 3Y | +13.2% | +70.1% | -56.9% | -46.9% |
| 5Y | -71.5% | +53.7% | -125.2% | -84.3% |
| All | -87.9% | +215.5% | -303.5% | -97.2% |
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