-90.2%
SLBT vs VT
+31.9%
-122.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.5% |
| 7D | -23.0% | +0.4% | -23.4% | -22.7% |
| 30D | -35.2% | -2.6% | -32.6% | -34.7% |
| 3M | -63.4% | -3.2% | -60.1% | -63.1% |
| 6M | -87.5% | +0.9% | -88.5% | -87.5% |
| YTD | -90.7% | +11.3% | -102.0% | -90.7% |
| 1Y | -90.6% | +14.0% | -104.6% | -90.6% |
| All | -90.2% | +31.9% | -122.2% | -90.2% |
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