-100.0%
VTAK vs VT
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +5.0% | +0.4% | +4.6% | +4.4% |
| 30D | -25.0% | +1.0% | -26.0% | -25.8% |
| 3M | -79.4% | +2.4% | -81.8% | -80.2% |
| 6M | -85.5% | +12.0% | -97.5% | -87.7% |
| YTD | -88.5% | +15.3% | -103.9% | -90.5% |
| 1Y | -91.7% | +22.6% | -114.3% | -93.6% |
| 3Y | -99.8% | +74.7% | -174.5% | -99.9% |
| All | -100.0% | +66.2% | -166.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling