0.0%
TVE vs VT
+59.8%
-59.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +0.6% | -1.7% | +2.3% | +0.7% |
| 3M | -1.1% | -2.3% | +1.2% | -0.9% |
| 6M | -1.4% | +1.5% | -2.9% | -1.6% |
| YTD | -3.1% | +12.0% | -15.2% | -4.3% |
| 1Y | -2.1% | +12.9% | -15.0% | -3.4% |
| 3Y | +17.3% | +74.9% | -57.7% | +9.9% |
| 5Y | 0.0% | +59.9% | -59.9% | -6.8% |
| All | 0.0% | +59.8% | -59.8% | -6.8% |
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 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