+63.3%
SCZ vs VT
+73.6%
-10.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | -1.6% | +0.8% | +0.6% |
| 30D | -1.6% | -2.5% | +0.9% | +0.5% |
| 3M | -1.7% | -1.3% | -0.4% | -0.6% |
| 6M | +0.9% | +3.1% | -2.2% | -1.8% |
| YTD | +8.5% | +10.9% | -2.5% | -0.8% |
| 1Y | +12.6% | +12.1% | +0.6% | +2.1% |
| All | +63.3% | +73.6% | -10.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling