+136.8%
SA vs VT
+228.2%
-91.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +6.4% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | -6.7% | -1.4% | -5.3% | -5.2% |
| 3M | -7.1% | -1.4% | -5.7% | -5.3% |
| 6M | -10.0% | +5.5% | -15.5% | -12.4% |
| YTD | -14.4% | +12.8% | -27.2% | -20.3% |
| 1Y | +14.7% | +15.4% | -0.7% | +5.1% |
| 3Y | +116.4% | +76.9% | +39.5% | +45.2% |
| 5Y | +38.7% | +60.4% | -21.7% | -2.0% |
| All | +136.8% | +228.2% | -91.3% | -16.3% |
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