-22.0%
SD vs VT
+214.8%
-236.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +4.9% |
| 7D | -13.1% | -4.2% | -9.0% | -8.8% |
| 30D | -8.3% | -5.8% | -2.5% | -1.8% |
| 3M | -3.5% | -5.2% | +1.7% | +2.2% |
| 6M | -15.9% | +0.1% | -16.0% | -18.1% |
| YTD | -9.2% | +8.2% | -17.5% | -21.7% |
| 1Y | +8.1% | +10.1% | -2.0% | -9.1% |
| 3Y | -1.8% | +69.7% | -71.5% | -55.3% |
| 5Y | +37.2% | +53.4% | -16.2% | -26.9% |
| All | -22.0% | +214.8% | -236.8% | -76.8% |
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