+152.8%
SBUX vs VT
+224.4%
-71.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.2% |
| 7D | +0.2% | -0.7% | +0.9% | +0.9% |
| 30D | +19.1% | -1.7% | +20.8% | +21.2% |
| 3M | +3.6% | -2.3% | +5.9% | +5.9% |
| 6M | +5.1% | +1.5% | +3.6% | +2.5% |
| YTD | +32.9% | +12.0% | +20.8% | +16.5% |
| 1Y | +30.4% | +12.9% | +17.5% | +13.4% |
| 3Y | +13.0% | +74.9% | -62.0% | -38.5% |
| 5Y | +10.5% | +59.9% | -49.4% | -33.5% |
| 10Y | +152.8% | +224.6% | -71.8% | -21.7% |
| All | +152.8% | +224.4% | -71.6% | -21.7% |
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 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