-40.5%
SITE vs VT
+75.0%
-115.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +4.3% | +0.4% | +3.9% | +3.7% |
| 30D | -1.4% | +1.0% | -2.3% | -2.6% |
| 3M | -2.1% | +2.4% | -4.4% | -5.3% |
| 6M | -27.8% | +12.0% | -39.8% | -38.4% |
| YTD | -19.3% | +15.3% | -34.6% | -34.1% |
| 1Y | -31.8% | +22.6% | -54.3% | -49.3% |
| All | -40.5% | +75.0% | -115.5% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling