-33.8%
SIEB vs VT
+66.2%
-100.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +15.5% | +0.4% | +15.1% | +14.9% |
| 30D | +57.1% | +1.0% | +56.2% | +55.4% |
| 3M | +28.4% | +2.4% | +26.0% | +25.1% |
| 6M | +31.8% | +12.0% | +19.8% | +17.8% |
| YTD | -27.9% | +15.3% | -43.3% | -37.4% |
| 1Y | -0.4% | +22.6% | -23.0% | -18.2% |
| 3Y | +18.8% | +74.7% | -55.9% | -27.8% |
| All | -33.8% | +66.2% | -100.0% | -57.0% |
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