+260.0%
SLAB vs VT
+217.6%
+42.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.6% |
| 30D | -0.2% | -3.1% | +2.9% | +4.2% |
| 3M | +1.5% | -3.5% | +5.0% | +6.3% |
| 6M | +1.9% | +0.5% | +1.4% | -1.0% |
| YTD | +69.6% | +10.8% | +58.8% | +37.7% |
| 1Y | +69.6% | +11.9% | +57.8% | +35.7% |
| 3Y | +133.8% | +73.0% | +60.9% | -2.4% |
| 5Y | +13.6% | +58.6% | -45.0% | -43.9% |
| 10Y | +260.0% | +219.2% | +40.9% | -36.7% |
| All | +260.0% | +217.6% | +42.4% | -36.7% |
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