-96.2%
SAFX vs VT
+40.6%
-136.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +9.5% | +0.4% | +9.0% | +8.5% |
| 30D | +8.9% | +1.0% | +7.9% | +6.6% |
| 3M | -10.7% | +2.4% | -13.1% | -13.8% |
| 6M | +96.5% | +12.0% | +84.5% | +63.7% |
| YTD | +44.0% | +15.3% | +28.6% | +17.2% |
| 1Y | -72.5% | +22.6% | -95.1% | -78.9% |
| All | -96.2% | +40.6% | -136.8% | -95.1% |
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