+90.5%
SLF vs VT
+76.6%
+14.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +0.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +4.3% | -1.4% | +5.7% | +5.2% |
| 3M | +0.5% | -1.4% | +1.9% | +1.3% |
| 6M | +15.7% | +5.5% | +10.3% | +11.7% |
| YTD | +35.2% | +12.8% | +22.4% | +24.7% |
| 1Y | +37.4% | +15.4% | +22.0% | +24.8% |
| All | +90.5% | +76.6% | +14.0% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling