-100.0%
VTAK price history and return analytics
+146.8%
-246.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.3% |
| 7D | -11.5% | -0.1% | -11.4% | -11.3% |
| 30D | -42.9% | -0.7% | -42.2% | -42.5% |
| 3M | -82.3% | +4.0% | -86.3% | -83.0% |
| 6M | -87.1% | +12.3% | -99.4% | -88.4% |
| YTD | -90.3% | +14.0% | -104.4% | -91.4% |
| 1Y | -92.7% | +20.3% | -113.0% | -93.8% |
| 3Y | -99.8% | +75.4% | -175.3% | -99.9% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +146.8% | -246.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling