+151.3%
SHLD vs VT
+68.9%
+82.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -3.0% | -0.1% | -2.8% | -2.8% |
| 30D | +2.7% | -3.1% | +5.8% | +5.1% |
| 3M | -11.9% | -3.5% | -8.4% | -9.6% |
| 6M | -5.4% | +0.5% | -5.9% | -5.9% |
| YTD | -4.8% | +10.8% | -15.5% | -12.1% |
| 1Y | -7.4% | +11.9% | -19.3% | -15.2% |
| 3Y | +135.1% | +73.0% | +62.1% | +58.3% |
| All | +151.3% | +68.9% | +82.4% | +73.8% |
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