+138.6%
SIXS vs VT
+148.1%
-9.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -0.7% | -2.3% | +1.7% | +1.3% |
| 30D | +3.5% | -5.0% | +8.5% | +7.9% |
| 3M | -3.4% | -4.9% | +1.5% | +0.6% |
| 6M | +5.0% | -1.5% | +6.6% | +5.6% |
| YTD | +14.0% | +8.5% | +5.5% | +4.6% |
| 1Y | +18.9% | +11.4% | +7.5% | +6.4% |
| 3Y | +40.1% | +70.1% | -29.9% | -16.8% |
| 5Y | +17.6% | +53.7% | -36.1% | -21.7% |
| All | +138.6% | +148.1% | -9.6% | -18.1% |
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