-12.4%
SHEN vs VT
+10.5%
-22.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -4.0% | -2.3% | -1.7% | -2.8% |
| 30D | -17.5% | -5.0% | -12.5% | -15.8% |
| 3M | -27.2% | -4.9% | -22.3% | -25.6% |
| 6M | -39.8% | -1.5% | -38.3% | -39.0% |
| YTD | -15.5% | +8.5% | -24.0% | -20.3% |
| 1Y | -12.4% | +11.4% | -23.8% | -20.3% |
| All | -12.4% | +10.5% | -22.9% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling