+30.1%
SILJ vs VT
+335.7%
-305.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -7.8% | -1.6% | -6.2% | -6.2% |
| 30D | -17.7% | -2.5% | -15.2% | -15.4% |
| 3M | -9.8% | -1.3% | -8.5% | -8.0% |
| 6M | -23.9% | +3.1% | -27.0% | -24.7% |
| YTD | -19.0% | +10.9% | -30.0% | -24.3% |
| 1Y | +3.5% | +12.1% | -8.6% | -3.9% |
| 3Y | +179.5% | +73.9% | +105.6% | +77.9% |
| 5Y | +85.5% | +58.0% | +27.5% | +27.7% |
| 10Y | +75.8% | +225.5% | -149.7% | -32.8% |
| All | +30.1% | +335.7% | -305.6% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling