-30.2%
SHEN vs VT
+217.6%
-247.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.3% |
| 7D | +4.0% | -0.1% | +4.1% | +4.3% |
| 30D | +1.1% | -3.1% | +4.2% | +3.8% |
| 3M | -20.9% | -3.5% | -17.4% | -18.5% |
| 6M | -34.9% | +0.5% | -35.3% | -35.5% |
| YTD | -9.0% | +10.8% | -19.7% | -17.6% |
| 1Y | -4.5% | +11.9% | -16.4% | -14.4% |
| 3Y | -54.3% | +73.0% | -127.3% | -72.7% |
| 5Y | -62.1% | +58.6% | -120.7% | -75.6% |
| 10Y | -30.2% | +219.2% | -249.4% | -80.4% |
| All | -30.2% | +217.6% | -247.9% | -80.4% |
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 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