+63.9%
SIM vs VT
+356.1%
-292.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | -1.6% | +2.1% | +1.9% |
| 30D | -7.1% | -2.5% | -4.6% | -5.2% |
| 3M | -9.4% | -1.3% | -8.1% | -8.5% |
| 6M | -7.2% | +3.1% | -10.3% | -10.0% |
| YTD | -12.3% | +10.9% | -23.3% | -20.4% |
| 1Y | -8.5% | +12.1% | -20.5% | -17.8% |
| 3Y | -22.2% | +73.9% | -96.1% | -53.4% |
| 5Y | +8.3% | +58.0% | -49.7% | -32.1% |
| 10Y | +169.5% | +225.5% | -56.0% | -23.9% |
| All | +63.9% | +356.1% | -292.2% | -68.8% |
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