-99.0%
SAFX vs VT
+37.6%
-136.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -8.6% |
| 7D | -20.0% | -0.3% | -19.7% | -19.7% |
| 30D | -66.7% | -1.4% | -65.2% | -65.7% |
| 3M | -72.9% | -1.4% | -71.5% | -72.3% |
| 6M | -83.0% | +5.5% | -88.4% | -84.2% |
| YTD | -63.4% | +12.8% | -76.2% | -69.0% |
| 1Y | -87.5% | +15.4% | -102.9% | -89.6% |
| All | -99.0% | +37.6% | -136.6% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling