-52.8%
SATL vs VT
+66.2%
-119.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.3% | +0.4% | -4.8% | -5.0% |
| 30D | -3.7% | +1.0% | -4.7% | -4.9% |
| 3M | -43.0% | +2.4% | -45.4% | -44.0% |
| 6M | +37.3% | +12.0% | +25.3% | +19.1% |
| YTD | +148.1% | +15.3% | +132.8% | +109.3% |
| 1Y | +34.1% | +22.6% | +11.5% | +6.7% |
| 3Y | +199.4% | +74.7% | +124.7% | +78.3% |
| All | -52.8% | +66.2% | -119.0% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling