-100.0%
VTAK vs VT
+53.4%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -9.3% |
| 7D | -11.9% | -2.3% | -9.5% | -8.4% |
| 30D | -44.1% | -5.0% | -39.1% | -37.8% |
| 3M | -80.7% | -4.9% | -75.9% | -78.7% |
| 6M | -44.1% | +0.4% | -44.4% | -42.8% |
| YTD | -71.6% | +8.5% | -80.1% | -73.6% |
| 1Y | -76.7% | +11.4% | -88.1% | -78.9% |
| 3Y | -99.3% | +70.1% | -169.4% | -99.7% |
| All | -100.0% | +53.4% | -153.4% | -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