+18.5%
SHY vs VT
+222.7%
-204.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.6% | +2.9% | -3.5% | -0.6% |
| 30D | +0.3% | -2.5% | +2.8% | +0.2% |
| 3M | 0.0% | -3.3% | +3.3% | -0.1% |
| 6M | +0.6% | +1.5% | -1.0% | +0.6% |
| YTD | +0.9% | +11.4% | -10.4% | +1.0% |
| 1Y | +1.5% | +11.9% | -10.4% | +1.5% |
| 3Y | +12.2% | +73.9% | -61.7% | +12.4% |
| 5Y | +10.0% | +57.9% | -47.9% | +10.0% |
| All | +18.5% | +222.7% | -204.2% | +19.3% |
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