+324.4%
TY vs VT
+356.1%
-31.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | +0.1% |
| 30D | -0.4% | -2.5% | +2.1% | +1.6% |
| 3M | -2.0% | -1.3% | -0.7% | -1.0% |
| 6M | +3.0% | +3.1% | -0.1% | 0.0% |
| YTD | +9.0% | +10.9% | -2.0% | -0.6% |
| 1Y | +4.9% | +12.1% | -7.2% | -5.1% |
| 3Y | +44.7% | +73.9% | -29.2% | -9.8% |
| 5Y | +19.7% | +58.0% | -38.3% | -19.5% |
| 10Y | +151.9% | +225.5% | -73.6% | -7.4% |
| All | +324.4% | +356.1% | -31.7% | +13.5% |
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