-93.8%
SCAG vs VT
+24.3%
-118.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -20.8% |
| 7D | -56.1% | +0.4% | -56.5% | -56.4% |
| 30D | +392.6% | -2.6% | +395.1% | +443.4% |
| 3M | +153.7% | -3.2% | +156.9% | +176.4% |
| 6M | +14.3% | +0.9% | +13.4% | +25.6% |
| YTD | -54.6% | +11.3% | -65.9% | -58.9% |
| 1Y | -49.1% | +14.0% | -63.1% | -58.7% |
| All | -93.8% | +24.3% | -118.1% | -96.6% |
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