+459.0%
SAH vs VT
+224.5%
+234.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.7% | +0.4% | +1.2% | +1.1% |
| 30D | -6.7% | +1.0% | -7.7% | -7.9% |
| 3M | -3.5% | +2.4% | -5.9% | -7.2% |
| 6M | +27.7% | +12.0% | +15.7% | +8.6% |
| YTD | +32.4% | +15.3% | +17.1% | +8.1% |
| 1Y | -0.4% | +22.6% | -23.0% | -25.4% |
| 3Y | +61.8% | +74.7% | -12.9% | -25.7% |
| 5Y | +79.8% | +66.1% | +13.7% | -11.2% |
| All | +459.0% | +224.5% | +234.5% | +12.4% |
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