-98.9%
SCOR vs VT
+374.2%
-473.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +0.2% | +0.4% | -0.3% | -0.4% |
| 30D | -31.8% | +1.0% | -32.8% | -32.6% |
| 3M | -34.5% | +2.4% | -36.9% | -36.4% |
| 6M | -26.8% | +12.0% | -38.8% | -36.1% |
| YTD | -20.5% | +15.3% | -35.8% | -32.8% |
| 1Y | -21.1% | +22.6% | -43.7% | -38.0% |
| 3Y | -63.1% | +74.7% | -137.7% | -80.7% |
| 5Y | -93.6% | +66.1% | -159.7% | -96.4% |
| 10Y | -99.2% | +225.0% | -324.2% | -99.8% |
| All | -98.9% | +374.2% | -473.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling