+4,507.3%
SITM vs VT
+134.9%
+4,372.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.0% |
| 7D | +8.4% | +1.0% | +7.3% | +6.0% |
| 30D | -17.4% | -0.2% | -17.2% | -16.7% |
| 3M | -9.8% | +4.5% | -14.4% | -16.7% |
| 6M | +83.0% | +14.1% | +68.9% | +42.2% |
| YTD | +69.6% | +14.8% | +54.8% | +29.7% |
| 1Y | +144.9% | +21.2% | +123.7% | +68.3% |
| 3Y | +429.9% | +76.6% | +353.3% | +87.7% |
| 5Y | +169.2% | +66.6% | +102.6% | +20.7% |
| All | +4,507.3% | +134.9% | +4,372.5% | +1,471.8% |
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 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