-30.3%
SHEN vs VT
+215.5%
-245.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.9% |
| 7D | -4.0% | -2.3% | -1.7% | -1.9% |
| 30D | -17.5% | -5.0% | -12.5% | -13.8% |
| 3M | -27.2% | -4.9% | -22.3% | -24.0% |
| 6M | -39.8% | -1.5% | -38.3% | -39.3% |
| YTD | -15.5% | +8.5% | -24.0% | -22.2% |
| 1Y | -12.4% | +11.4% | -23.8% | -21.2% |
| 3Y | -59.6% | +70.1% | -129.7% | -75.5% |
| 5Y | -64.4% | +53.7% | -118.1% | -76.4% |
| All | -30.3% | +215.5% | -245.8% | -79.8% |
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