+233.3%
SHE vs VT
+239.6%
-6.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.6% | -0.6% |
| 7D | -6.2% | -4.2% | -2.0% | -2.1% |
| 30D | -7.8% | -5.8% | -2.0% | -2.2% |
| 3M | -7.1% | -5.2% | -1.9% | -2.0% |
| 6M | +2.0% | +0.1% | +1.8% | +1.8% |
| YTD | +12.5% | +8.2% | +4.3% | +4.0% |
| 1Y | +14.4% | +10.1% | +4.3% | +4.0% |
| 3Y | +75.7% | +69.7% | +6.1% | +4.0% |
| 5Y | +46.3% | +53.4% | -7.1% | -4.3% |
| 10Y | +216.5% | +219.2% | -2.8% | +11.0% |
| All | +233.3% | +239.6% | -6.3% | +11.4% |
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