+143.1%
SIXS vs VT
+153.4%
-10.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +1.0% | -0.1% | +1.2% | +1.1% |
| 30D | +4.7% | -3.1% | +7.8% | +7.3% |
| 3M | -0.6% | -3.5% | +2.9% | +2.3% |
| 6M | +6.3% | +0.5% | +5.9% | +5.1% |
| YTD | +16.2% | +10.8% | +5.4% | +4.7% |
| 1Y | +20.3% | +11.9% | +8.4% | +7.3% |
| 3Y | +45.6% | +73.0% | -27.4% | -14.8% |
| 5Y | +20.7% | +58.6% | -37.9% | -22.0% |
| All | +143.1% | +153.4% | -10.3% | -18.0% |
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