+503.5%
SLAB vs VT
+356.1%
+147.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +2.1% |
| 30D | -0.2% | -2.5% | +2.3% | +2.5% |
| 3M | +2.0% | -1.3% | +3.3% | +3.2% |
| 6M | +1.9% | +3.1% | -1.2% | -2.5% |
| YTD | +70.1% | +10.9% | +59.2% | +48.7% |
| 1Y | +73.8% | +12.1% | +61.7% | +50.4% |
| 3Y | +142.9% | +73.9% | +69.0% | +36.9% |
| 5Y | +11.8% | +58.0% | -46.2% | -28.0% |
| 10Y | +277.8% | +225.5% | +52.3% | +35.7% |
| All | +503.5% | +356.1% | +147.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling