-67.6%
SID vs VT
+221.8%
-289.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.3% | -17.9% | -17.7% |
| 7D | -25.9% | +2.4% | -28.2% | -28.9% |
| 30D | -47.9% | -1.5% | -46.4% | -46.8% |
| 3M | -30.0% | -4.1% | -25.9% | -25.1% |
| 6M | -50.8% | +0.6% | -51.3% | -51.5% |
| YTD | -60.6% | +11.0% | -71.7% | -66.8% |
| 1Y | -61.3% | +13.3% | -74.7% | -68.5% |
| 3Y | -71.1% | +73.4% | -144.5% | -88.8% |
| 5Y | -77.4% | +57.4% | -134.9% | -89.4% |
| All | -67.6% | +221.8% | -289.4% | -96.6% |
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