-89.3%
SAFX vs VT
+10.5%
-99.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | +0.2% | -17.5% | -17.8% |
| 7D | -41.5% | -2.3% | -39.1% | -37.6% |
| 30D | -76.5% | -5.0% | -71.6% | -72.9% |
| 3M | -80.4% | -4.9% | -75.5% | -77.7% |
| 6M | -84.0% | -1.5% | -82.5% | -83.1% |
| YTD | -73.6% | +8.5% | -82.1% | -78.6% |
| 1Y | -89.3% | +11.4% | -100.6% | -91.3% |
| All | -89.3% | +10.5% | -99.7% | -91.3% |
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 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