+146.4%
SA vs VT
+215.5%
-69.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.1% |
| 7D | +9.1% | -2.3% | +11.4% | +11.4% |
| 30D | -1.2% | -5.0% | +3.8% | +3.7% |
| 3M | -9.1% | -4.9% | -4.2% | -4.4% |
| 6M | -13.1% | -1.5% | -11.6% | -10.3% |
| YTD | -10.9% | +8.5% | -19.4% | -14.2% |
| 1Y | +18.2% | +11.4% | +6.8% | +11.8% |
| 3Y | +122.3% | +70.1% | +52.3% | +54.4% |
| 5Y | +41.2% | +53.7% | -12.6% | +3.5% |
| All | +146.4% | +215.5% | -69.1% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling