-85.9%
TV vs VT
+345.0%
-430.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +5.9% |
| 7D | +8.9% | -4.2% | +13.1% | +14.1% |
| 30D | +2.2% | -5.8% | +8.0% | +8.9% |
| 3M | -15.0% | -5.2% | -9.7% | -9.8% |
| 6M | -18.8% | +0.1% | -18.9% | -19.5% |
| YTD | -19.9% | +8.2% | -28.2% | -27.5% |
| 1Y | -17.4% | +10.1% | -27.5% | -26.7% |
| 3Y | +12.7% | +69.7% | -57.0% | -38.8% |
| 5Y | -71.7% | +53.4% | -125.1% | -82.5% |
| 10Y | -87.4% | +219.2% | -306.6% | -96.2% |
| All | -85.9% | +345.0% | -430.9% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling