+73.2%
SIXL vs VT
+156.3%
-83.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +4.4% | -1.7% | +6.2% | +5.3% |
| 3M | +2.4% | -2.3% | +4.7% | +3.5% |
| 6M | +7.4% | +1.5% | +5.9% | +5.9% |
| YTD | +13.4% | +12.0% | +1.4% | +5.4% |
| 1Y | +12.0% | +12.9% | -0.9% | +3.6% |
| 3Y | +38.0% | +74.9% | -36.9% | -3.0% |
| 5Y | +25.5% | +59.9% | -34.5% | -7.1% |
| All | +73.2% | +156.3% | -83.1% | -9.9% |
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