-84.1%
TV vs VT
+374.2%
-458.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.7% | +0.4% | -5.2% | -5.2% |
| 30D | -4.0% | +1.0% | -5.0% | -5.1% |
| 3M | -2.2% | +2.4% | -4.6% | -5.2% |
| 6M | -8.7% | +12.0% | -20.7% | -20.3% |
| YTD | -9.6% | +15.3% | -25.0% | -23.7% |
| 1Y | -7.4% | +22.6% | -30.0% | -27.2% |
| 3Y | -23.7% | +74.7% | -98.4% | -59.7% |
| 5Y | -73.2% | +66.1% | -139.3% | -84.7% |
| 10Y | -87.5% | +225.0% | -312.6% | -96.3% |
| All | -84.1% | +374.2% | -458.3% | -96.8% |
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 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