-65.0%
SHLS vs VT
+75.0%
-140.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -0.1% | +0.4% | -0.6% | -0.8% |
| 30D | -17.9% | +1.0% | -18.8% | -19.0% |
| 3M | -44.2% | +2.4% | -46.5% | -45.1% |
| 6M | +16.1% | +12.0% | +4.1% | +0.2% |
| YTD | -16.1% | +15.3% | -31.5% | -30.8% |
| 1Y | -0.3% | +22.6% | -22.9% | -23.3% |
| All | -65.0% | +75.0% | -140.0% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling