+67.2%
SDRL vs VT
+109.2%
-42.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.2% |
| 7D | +2.3% | -0.7% | +3.0% | +3.0% |
| 30D | -5.7% | -1.7% | -4.0% | -4.2% |
| 3M | -5.1% | -2.3% | -2.8% | -3.2% |
| 6M | -11.3% | +1.5% | -12.8% | -13.8% |
| YTD | +28.1% | +12.0% | +16.0% | +10.4% |
| 1Y | +43.1% | +12.9% | +30.2% | +22.2% |
| 3Y | +9.6% | +74.9% | -65.3% | -39.1% |
| All | +67.2% | +109.2% | -42.0% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling