-90.6%
SLBT vs VT
+28.6%
-119.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -21.8% | -2.3% | -19.5% | -20.9% |
| 30D | -37.9% | -5.0% | -32.9% | -36.9% |
| 3M | -65.6% | -4.9% | -60.8% | -65.1% |
| 6M | -89.0% | -1.5% | -87.5% | -89.0% |
| YTD | -91.1% | +8.5% | -99.6% | -91.0% |
| 1Y | -91.0% | +11.4% | -102.3% | -90.9% |
| All | -90.6% | +28.6% | -119.2% | -90.5% |
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