+225.0%
VT vs TRU
+238.0%
-13.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.8% |
| 7D | +0.4% | -6.8% | +7.2% | +2.5% |
| 30D | +1.0% | 0.0% | +0.9% | +0.8% |
| 3M | +2.4% | +13.3% | -10.9% | -2.3% |
| 6M | +12.0% | +3.4% | +8.6% | +9.3% |
| YTD | +15.3% | -6.4% | +21.7% | +15.2% |
| 1Y | +22.6% | -9.7% | +32.3% | +23.0% |
| 3Y | +74.7% | +0.1% | +74.5% | +61.3% |
| 5Y | +66.1% | -34.0% | +100.2% | +74.8% |
| 10Y | +225.0% | +147.9% | +77.1% | +117.3% |
| All | +225.0% | +238.0% | -13.0% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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