+205.0%
VT vs TRU
+250.8%
-45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -4.2% | +9.8% | -14.0% | -6.8% |
| 30D | -5.8% | +30.7% | -36.5% | -13.5% |
| 3M | -5.2% | +3.8% | -9.1% | -7.1% |
| 6M | +0.1% | +21.9% | -21.8% | -7.5% |
| YTD | +8.2% | -2.8% | +11.1% | +6.2% |
| 1Y | +10.1% | +4.8% | +5.3% | +5.3% |
| 3Y | +69.7% | +67.6% | +2.0% | +31.7% |
| 5Y | +53.4% | -25.0% | +78.4% | +53.4% |
| 10Y | +219.2% | +178.6% | +40.6% | +104.6% |
| All | +205.0% | +250.8% | -45.8% | +86.7% |
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