+542.3%
SB vs VT
+222.7%
+319.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.1% | +4.2% |
| 7D | +14.9% | +2.9% | +12.0% | +10.8% |
| 30D | -6.4% | -2.5% | -3.8% | -3.4% |
| 3M | +9.8% | -3.3% | +13.1% | +14.2% |
| 6M | +12.8% | +1.5% | +11.3% | +9.8% |
| YTD | +72.9% | +11.4% | +61.5% | +49.1% |
| 1Y | +75.5% | +11.9% | +63.5% | +50.2% |
| 3Y | +183.1% | +73.9% | +109.2% | +33.3% |
| 5Y | +168.9% | +57.9% | +111.0% | +45.2% |
| All | +542.3% | +222.7% | +319.6% | +64.2% |
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