-56.5%
SHEN vs VT
+66.2%
-122.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | -3.2% | +1.0% | -4.1% | -3.9% |
| 3M | -20.9% | +2.4% | -23.2% | -22.5% |
| 6M | -19.4% | +12.0% | -31.4% | -26.6% |
| YTD | +8.9% | +15.3% | -6.4% | -3.3% |
| 1Y | -3.1% | +22.6% | -25.7% | -18.1% |
| 3Y | -43.0% | +74.7% | -117.7% | -64.3% |
| All | -56.5% | +66.2% | -122.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling