-68.0%
SID vs VT
+53.4%
-121.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.7% | +8.6% |
| 7D | +18.1% | -2.3% | +20.4% | +22.2% |
| 30D | -30.9% | -5.0% | -25.9% | -25.5% |
| 3M | -9.6% | -4.9% | -4.7% | -2.7% |
| 6M | -39.3% | -1.5% | -37.7% | -38.0% |
| YTD | -46.9% | +8.5% | -55.4% | -52.3% |
| 1Y | -46.2% | +11.4% | -57.6% | -53.6% |
| 3Y | -61.5% | +70.1% | -131.5% | -81.9% |
| All | -68.0% | +53.4% | -121.4% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling