+154.6%
SBUX vs VT
+217.6%
-63.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.0% |
| 7D | +4.9% | -0.1% | +5.1% | +5.1% |
| 30D | +21.2% | -3.1% | +24.2% | +25.0% |
| 3M | +5.7% | -3.5% | +9.2% | +9.4% |
| 6M | +6.0% | +0.5% | +5.5% | +4.5% |
| YTD | +32.9% | +10.8% | +22.2% | +18.0% |
| 1Y | +33.3% | +11.9% | +21.4% | +17.0% |
| 3Y | +13.0% | +73.0% | -60.0% | -37.7% |
| 5Y | +8.8% | +58.6% | -49.8% | -34.0% |
| 10Y | +154.6% | +219.2% | -64.6% | -19.2% |
| All | +154.6% | +217.6% | -63.0% | -19.2% |
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