+232.7%
SHEN vs VT
+374.2%
-141.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.5% |
| 30D | -3.2% | +1.0% | -4.1% | -4.2% |
| 3M | -20.9% | +2.4% | -23.2% | -23.4% |
| 6M | -19.4% | +12.0% | -31.4% | -29.8% |
| YTD | +8.9% | +15.3% | -6.4% | -8.4% |
| 1Y | -3.1% | +22.6% | -25.7% | -23.9% |
| 3Y | -43.0% | +74.7% | -117.7% | -70.6% |
| 5Y | -57.5% | +66.1% | -123.6% | -77.1% |
| 10Y | -17.1% | +225.0% | -242.1% | -80.8% |
| All | +232.7% | +374.2% | -141.5% | -51.3% |
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 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