-88.5%
SAFX vs VT
+10.7%
-99.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -8.9% | -2.1% |
| 7D | -31.0% | -4.2% | -26.8% | -22.3% |
| 30D | -71.3% | -5.8% | -65.5% | -65.9% |
| 3M | -75.9% | -5.2% | -70.7% | -72.2% |
| 6M | -81.4% | +0.1% | -81.5% | -81.4% |
| YTD | -68.1% | +8.2% | -76.4% | -74.4% |
| 1Y | -88.5% | +10.1% | -98.6% | -90.9% |
| All | -88.5% | +10.7% | -99.1% | -90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling