+72.5%
SELF vs VT
+223.7%
-151.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -1.6% | -2.6% | +1.0% | -1.1% |
| 3M | -5.0% | -3.2% | -1.8% | -4.4% |
| 6M | -6.2% | +0.9% | -7.2% | -6.6% |
| YTD | -1.3% | +11.3% | -12.6% | -4.2% |
| 1Y | +2.6% | +14.0% | -11.4% | -1.1% |
| 3Y | +23.4% | +75.8% | -52.4% | +5.9% |
| 5Y | +26.0% | +57.8% | -31.9% | +10.2% |
| 10Y | +72.5% | +219.8% | -147.3% | +48.7% |
| All | +72.5% | +223.7% | -151.2% | +48.7% |
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 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