+141.7%
SIXS vs VT
+154.0%
-12.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.3% | +2.4% | -1.0% | -0.7% |
| 30D | +3.8% | -1.5% | +5.3% | +5.0% |
| 3M | -2.1% | -4.1% | +2.0% | +1.3% |
| 6M | +8.7% | +0.6% | +8.2% | +7.4% |
| YTD | +15.5% | +11.0% | +4.5% | +3.9% |
| 1Y | +19.4% | +13.3% | +6.0% | +5.3% |
| 3Y | +44.4% | +73.4% | -29.0% | -15.7% |
| 5Y | +19.0% | +57.4% | -38.4% | -22.3% |
| All | +141.7% | +154.0% | -12.2% | -18.7% |
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