+144.3%
SHLD vs VT
+69.3%
+75.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +2.7% | +2.4% | +0.4% | +1.0% |
| 30D | +0.2% | -1.5% | +1.7% | +1.3% |
| 3M | -14.9% | -4.1% | -10.8% | -12.2% |
| 6M | -6.0% | +0.6% | -6.5% | -6.5% |
| YTD | -7.4% | +11.0% | -18.4% | -14.7% |
| 1Y | -6.8% | +13.3% | -20.1% | -15.4% |
| 3Y | +126.7% | +73.4% | +53.4% | +52.4% |
| All | +144.3% | +69.3% | +75.0% | +68.7% |
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