+498.8%
SLAB vs VT
+374.2%
+124.6%
-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% | 0.0% | 0.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +1.1% | +1.0% | +0.1% | -0.1% |
| 3M | +0.7% | +2.4% | -1.7% | -2.4% |
| 6M | +8.4% | +12.0% | -3.7% | -5.9% |
| YTD | +68.8% | +15.3% | +53.4% | +41.5% |
| 1Y | +63.5% | +22.6% | +40.9% | +28.6% |
| 3Y | +63.1% | +74.7% | -11.5% | -8.5% |
| 5Y | +40.7% | +66.1% | -25.5% | -14.1% |
| 10Y | +280.7% | +225.0% | +55.7% | +35.6% |
| All | +498.8% | +374.2% | +124.6% | +50.0% |
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 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