-100.0%
SLE vs VT
+53.2%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -3.1% |
| 7D | -11.2% | -4.2% | -7.0% | -5.9% |
| 30D | -16.1% | -5.8% | -10.3% | -9.0% |
| 3M | +61.7% | -5.2% | +66.9% | +72.2% |
| 6M | +4.3% | +0.1% | +4.2% | +0.8% |
| YTD | -42.4% | +8.2% | -50.7% | -50.7% |
| 1Y | -69.9% | +10.1% | -80.1% | -75.0% |
| 3Y | -99.3% | +69.7% | -169.0% | -99.7% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +53.2% | -153.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling