-71.7%
TV vs VT
+53.2%
-124.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +6.1% |
| 7D | +8.9% | -4.2% | +13.1% | +14.3% |
| 30D | +2.2% | -5.8% | +8.0% | +9.2% |
| 3M | -15.0% | -5.2% | -9.7% | -9.5% |
| 6M | -18.8% | +0.1% | -18.9% | -19.7% |
| YTD | -19.9% | +8.2% | -28.2% | -28.3% |
| 1Y | -17.4% | +10.1% | -27.5% | -27.7% |
| 3Y | +12.7% | +69.7% | -57.0% | -44.3% |
| 5Y | -71.7% | +53.4% | -125.1% | -84.1% |
| All | -71.7% | +53.2% | -124.9% | -84.1% |
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 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