+12.2%
SIM vs VT
+66.2%
-54.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -12.2% | +0.4% | -12.6% | -12.3% |
| 30D | -11.4% | +1.0% | -12.4% | -11.6% |
| 3M | -11.5% | +2.4% | -13.9% | -12.1% |
| 6M | -13.6% | +12.0% | -25.6% | -16.3% |
| YTD | -10.3% | +15.3% | -25.7% | -13.7% |
| 1Y | -4.9% | +22.6% | -27.4% | -9.8% |
| 3Y | -25.6% | +74.7% | -100.3% | -34.7% |
| All | +12.2% | +66.2% | -54.0% | -5.6% |
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 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