+3,535.1%
SITM vs VT
+129.3%
+3,405.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +3.7% |
| 7D | +17.2% | -0.7% | +17.9% | +20.3% |
| 30D | -17.1% | -1.7% | -15.4% | -12.5% |
| 3M | -29.2% | -2.3% | -26.9% | -23.6% |
| 6M | -47.6% | +1.5% | -49.1% | -46.9% |
| YTD | +33.8% | +12.0% | +21.8% | +10.1% |
| 1Y | +54.1% | +12.9% | +41.2% | +26.0% |
| 3Y | +337.6% | +74.9% | +262.6% | +61.1% |
| 5Y | +89.7% | +59.9% | +29.8% | -6.5% |
| All | +3,535.1% | +129.3% | +3,405.8% | +1,234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling