+492.8%
SAIC vs VT
+259.1%
+233.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +1.2% |
| 7D | -2.6% | -4.2% | +1.5% | +0.9% |
| 30D | +18.2% | -5.8% | +24.0% | +24.3% |
| 3M | +22.4% | -5.2% | +27.7% | +27.9% |
| 6M | +54.6% | +0.1% | +54.4% | +53.0% |
| YTD | +47.8% | +8.2% | +39.6% | +35.3% |
| 1Y | +61.4% | +10.1% | +51.3% | +45.3% |
| 3Y | +37.5% | +69.7% | -32.1% | -19.5% |
| 5Y | +73.6% | +53.4% | +20.2% | +10.4% |
| 10Y | +150.0% | +219.2% | -69.2% | -26.8% |
| All | +492.8% | +259.1% | +233.6% | +66.7% |
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