-99.4%
SCOR vs VT
+231.8%
-331.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -4.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -23.3% | -1.4% | -21.8% | -21.8% |
| 3M | -55.7% | -1.4% | -54.3% | -55.1% |
| 6M | -55.0% | +5.5% | -60.5% | -58.2% |
| YTD | -49.2% | +12.8% | -62.1% | -56.9% |
| 1Y | -55.4% | +15.4% | -70.8% | -63.4% |
| 3Y | -74.6% | +76.9% | -151.5% | -88.2% |
| 5Y | -95.8% | +60.4% | -156.2% | -97.7% |
| 10Y | -99.4% | +232.8% | -332.2% | -99.8% |
| All | -99.4% | +231.8% | -331.2% | -99.8% |
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