+33.6%
TYO vs VT
+224.5%
-190.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | +3.5% | +1.0% | +2.5% | +3.3% |
| 3M | +6.5% | +2.4% | +4.1% | +6.2% |
| 6M | +16.5% | +12.0% | +4.5% | +14.9% |
| YTD | +14.5% | +15.3% | -0.8% | +12.5% |
| 1Y | +16.9% | +22.6% | -5.7% | +13.9% |
| 3Y | +17.4% | +74.7% | -57.3% | +8.0% |
| 5Y | +107.0% | +66.1% | +40.9% | +94.4% |
| All | +33.6% | +224.5% | -190.8% | +7.6% |
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