-86.5%
SERV vs VT
+45.3%
-131.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +38.8% | +0.2% | +38.6% | +38.1% |
| 7D | +23.8% | -2.3% | +26.2% | +33.2% |
| 30D | -30.9% | -5.0% | -25.9% | -19.0% |
| 3M | -43.3% | -4.9% | -38.4% | -33.6% |
| 6M | -66.4% | -1.5% | -64.8% | -63.5% |
| YTD | -69.0% | +8.5% | -77.5% | -73.5% |
| 1Y | -69.9% | +11.4% | -81.3% | -75.8% |
| All | -86.5% | +45.3% | -131.7% | -92.0% |
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