-99.3%
SAFX vs VT
+32.3%
-131.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | +0.2% | -17.5% | -17.6% |
| 7D | -41.5% | -2.3% | -39.1% | -38.8% |
| 30D | -76.5% | -5.0% | -71.6% | -74.2% |
| 3M | -80.4% | -4.9% | -75.5% | -78.5% |
| 6M | -84.0% | -1.5% | -82.5% | -83.2% |
| YTD | -73.6% | +8.5% | -82.1% | -76.0% |
| 1Y | -89.3% | +11.4% | -100.6% | -90.4% |
| All | -99.3% | +32.3% | -131.6% | -99.0% |
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 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