-10.8%
SITE vs VT
+69.7%
-80.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | +1.7% | -2.3% | +4.0% | +4.8% |
| 30D | +30.5% | -5.0% | +35.5% | +39.2% |
| 3M | +14.4% | -4.9% | +19.3% | +21.9% |
| 6M | -7.8% | -1.5% | -6.2% | -6.5% |
| YTD | -9.5% | +8.5% | -18.0% | -20.1% |
| 1Y | -7.7% | +11.4% | -19.1% | -21.6% |
| 3Y | -10.8% | +70.1% | -80.8% | -68.1% |
| All | -10.8% | +69.7% | -80.5% | -68.1% |
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