+152.7%
SHLD vs VT
+73.9%
+78.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -11.5% | -0.7% | -10.8% | -11.0% |
| 3M | -1.7% | +4.0% | -5.7% | -4.7% |
| 6M | -20.5% | +12.3% | -32.8% | -27.3% |
| YTD | -4.2% | +14.0% | -18.3% | -13.5% |
| 1Y | -0.3% | +20.3% | -20.6% | -13.3% |
| All | +152.7% | +73.9% | +78.8% | +71.1% |
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