+507.3%
SAIC vs VT
+274.4%
+232.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | +18.9% | -1.4% | +20.3% | +20.2% |
| 3M | +25.3% | -1.4% | +26.7% | +26.6% |
| 6M | +56.3% | +5.5% | +50.8% | +47.8% |
| YTD | +51.5% | +12.8% | +38.6% | +33.8% |
| 1Y | +66.7% | +15.4% | +51.3% | +44.1% |
| 3Y | +40.9% | +76.9% | -36.0% | -20.4% |
| 5Y | +78.1% | +60.4% | +17.7% | +8.9% |
| 10Y | +156.1% | +232.8% | -76.7% | -27.7% |
| All | +507.3% | +274.4% | +232.8% | +64.8% |
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