+66.6%
VT vs TAP
+2.2%
+64.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | -2.3% | +2.8% | +0.8% |
| 30D | +1.0% | -2.1% | +3.1% | +1.3% |
| 3M | +2.4% | +6.6% | -4.2% | +1.0% |
| 6M | +12.0% | -11.5% | +23.5% | +14.1% |
| YTD | +15.3% | -10.3% | +25.6% | +16.8% |
| 1Y | +22.6% | -14.4% | +37.0% | +25.1% |
| 3Y | +74.7% | -28.3% | +103.0% | +83.7% |
| All | +66.6% | +2.2% | +64.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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