-93.7%
SCOR vs VT
+66.2%
-159.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +0.2% | +0.4% | -0.3% | -0.3% |
| 30D | -31.8% | +1.0% | -32.8% | -32.5% |
| 3M | -34.5% | +2.4% | -36.9% | -36.2% |
| 6M | -26.8% | +12.0% | -38.8% | -35.3% |
| YTD | -20.5% | +15.3% | -35.8% | -32.0% |
| 1Y | -21.1% | +22.6% | -43.7% | -37.1% |
| 3Y | -63.1% | +74.7% | -137.7% | -80.1% |
| All | -93.7% | +66.2% | -159.9% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling