+433.6%
SATL vs VT
+75.3%
+358.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +2.6% | +11.3% | +7.4% |
| 7D | +28.7% | +0.4% | +28.4% | +28.4% |
| 30D | -23.0% | -2.6% | -20.4% | -16.6% |
| 3M | -28.2% | -3.2% | -24.9% | -20.3% |
| 6M | -47.6% | +0.9% | -48.6% | -46.2% |
| YTD | +112.0% | +11.3% | +100.7% | +76.6% |
| 1Y | +140.3% | +14.0% | +126.3% | +92.1% |
| All | +433.6% | +75.3% | +358.4% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling