-100.0%
SDOW vs VT
+471.6%
-571.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +0.7% | +0.4% | +0.2% | +2.0% |
| 30D | +5.6% | +1.0% | +4.6% | +8.5% |
| 3M | -9.5% | +2.4% | -11.9% | -2.3% |
| 6M | -24.3% | +12.0% | -36.3% | +6.3% |
| YTD | -27.4% | +15.3% | -42.8% | +11.4% |
| 1Y | -37.0% | +22.6% | -59.6% | +15.3% |
| 3Y | -71.2% | +74.7% | -145.9% | +63.7% |
| 5Y | -77.0% | +66.1% | -143.2% | +53.6% |
| 10Y | -99.2% | +225.0% | -324.2% | -16.0% |
| All | -100.0% | +471.6% | -571.6% | -73.5% |
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