+20.8%
TVE vs VT
+221.8%
-201.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | -0.3% | -1.5% | +1.2% | -0.2% |
| 3M | -1.4% | -4.1% | +2.7% | -1.1% |
| 6M | -1.4% | +0.6% | -2.0% | -1.5% |
| YTD | -3.4% | +11.0% | -14.5% | -4.4% |
| 1Y | -3.0% | +13.3% | -16.4% | -4.2% |
| 3Y | +17.3% | +73.4% | -56.1% | +11.4% |
| 5Y | -0.2% | +57.4% | -57.6% | -4.8% |
| All | +20.8% | +221.8% | -201.0% | +4.0% |
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