+45.0%
SDY vs VT
+66.2%
-21.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | +0.4% | -1.5% | -1.3% |
| 30D | -0.8% | +1.0% | -1.8% | -1.4% |
| 3M | +5.0% | +2.4% | +2.6% | +3.2% |
| 6M | +2.3% | +12.0% | -9.7% | -5.5% |
| YTD | +13.4% | +15.3% | -1.9% | +2.6% |
| 1Y | +13.4% | +22.6% | -9.2% | -1.8% |
| 3Y | +37.8% | +74.7% | -36.9% | -8.5% |
| All | +45.0% | +66.2% | -21.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling