+2.5%
SD vs VT
+76.6%
-74.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.5% |
| 7D | -14.1% | -0.3% | -13.8% | -14.0% |
| 30D | -7.9% | -1.4% | -6.5% | -7.3% |
| 3M | -5.9% | -1.4% | -4.5% | -5.4% |
| 6M | -18.1% | +5.5% | -23.6% | -21.4% |
| YTD | -9.2% | +12.8% | -22.0% | -17.8% |
| 1Y | +11.3% | +15.4% | -4.1% | -1.5% |
| All | +2.5% | +76.6% | -74.1% | -43.0% |
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