-70.5%
SDOW vs VT
+69.4%
-139.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.1% | +14.5% | +0.4% |
| 7D | +3.9% | -4.2% | +8.1% | -5.3% |
| 30D | -0.4% | -5.8% | +5.4% | -12.9% |
| 3M | +17.5% | -5.2% | +22.8% | +5.0% |
| 6M | -12.2% | +0.1% | -12.3% | -8.4% |
| YTD | -19.2% | +8.2% | -27.5% | +6.4% |
| 1Y | -22.9% | +10.1% | -33.0% | +7.2% |
| All | -70.5% | +69.4% | -139.8% | +36.9% |
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