-66.7%
SATL vs VT
+79.6%
-146.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -5.8% |
| 7D | -5.2% | +2.4% | -7.5% | -8.1% |
| 30D | -20.0% | -1.5% | -18.5% | -17.3% |
| 3M | -44.0% | -4.1% | -39.9% | -39.3% |
| 6M | -59.3% | +0.6% | -59.8% | -58.1% |
| YTD | +76.5% | +11.0% | +65.4% | +61.2% |
| 1Y | +118.5% | +13.3% | +105.2% | +96.0% |
| 3Y | +364.8% | +73.4% | +291.4% | +198.4% |
| 5Y | -66.8% | +57.4% | -124.2% | -78.4% |
| All | -66.7% | +79.6% | -146.3% | -78.8% |
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 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