+67.7%
SIM vs VT
+374.2%
-306.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -12.2% | +0.4% | -12.6% | -12.5% |
| 30D | -11.4% | +1.0% | -12.4% | -12.1% |
| 3M | -11.5% | +2.4% | -13.9% | -13.5% |
| 6M | -13.6% | +12.0% | -25.6% | -22.0% |
| YTD | -10.3% | +15.3% | -25.7% | -21.1% |
| 1Y | -4.9% | +22.6% | -27.4% | -20.9% |
| 3Y | -25.6% | +74.7% | -100.3% | -55.5% |
| 5Y | +10.4% | +66.1% | -55.8% | -33.9% |
| 10Y | +212.6% | +225.0% | -12.4% | -10.7% |
| All | +67.7% | +374.2% | -306.5% | -69.1% |
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