-100.0%
SDOW vs VT
+436.4%
-536.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.1% | +14.5% | -0.2% |
| 7D | +3.9% | -4.2% | +8.1% | -5.9% |
| 30D | -0.4% | -5.8% | +5.4% | -13.7% |
| 3M | +17.5% | -5.2% | +22.8% | +4.1% |
| 6M | -12.2% | +0.1% | -12.3% | -8.6% |
| YTD | -19.2% | +8.2% | -27.5% | +6.9% |
| 1Y | -22.9% | +10.1% | -33.0% | +7.8% |
| 3Y | -70.6% | +69.7% | -140.2% | +56.3% |
| 5Y | -71.7% | +53.4% | -125.1% | +54.0% |
| 10Y | -99.1% | +219.2% | -318.3% | -17.9% |
| All | -100.0% | +436.4% | -536.4% | -74.6% |
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