+410.1%
SAIC vs VT
+282.7%
+127.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +5.4% | +1.0% | +4.4% | +4.5% |
| 3M | +9.1% | +2.4% | +6.7% | +6.4% |
| 6M | +36.8% | +12.0% | +24.8% | +22.3% |
| YTD | +27.2% | +15.3% | +11.9% | +10.5% |
| 1Y | +21.0% | +22.6% | -1.5% | -0.8% |
| 3Y | +10.7% | +74.7% | -64.0% | -36.4% |
| 5Y | +56.0% | +66.1% | -10.2% | -7.7% |
| 10Y | +130.0% | +225.0% | -95.0% | -33.4% |
| All | +410.1% | +282.7% | +127.4% | +36.1% |
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