-2.3%
SD vs VT
+214.0%
-216.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | -1.6% | -6.5% | -6.2% |
| 30D | -1.8% | -2.5% | +0.7% | +1.2% |
| 3M | -0.9% | -1.3% | +0.4% | +0.2% |
| 6M | -10.1% | +3.1% | -13.2% | -15.3% |
| YTD | -3.8% | +10.9% | -14.7% | -19.1% |
| 1Y | +16.2% | +12.1% | +4.2% | -3.9% |
| 3Y | +4.1% | +73.9% | -69.8% | -54.0% |
| 5Y | +51.7% | +58.0% | -6.2% | -22.0% |
| 10Y | -18.1% | +225.5% | -243.5% | -80.5% |
| All | -2.3% | +214.0% | -216.3% | -73.4% |
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 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