-100.0%
SHFS vs VT
+62.6%
-162.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.1% | -11.6% | -12.8% |
| 7D | -65.4% | -4.2% | -61.2% | -64.2% |
| 30D | -96.1% | -5.8% | -90.3% | -96.0% |
| 3M | -98.8% | -5.2% | -93.6% | -98.7% |
| 6M | -99.7% | +0.1% | -99.9% | -99.7% |
| YTD | -99.8% | +8.2% | -108.0% | -99.8% |
| 1Y | -99.9% | +10.1% | -110.0% | -99.9% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +62.6% | -162.6% | -100.0% |
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