+303.9%
SLF vs VT
+356.1%
-52.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -1.6% | +2.2% | +2.3% |
| 30D | +2.4% | -2.5% | +4.9% | +5.1% |
| 3M | -1.5% | -1.3% | -0.2% | -0.3% |
| 6M | +13.4% | +3.1% | +10.3% | +9.0% |
| YTD | +32.7% | +10.9% | +21.8% | +17.5% |
| 1Y | +35.7% | +12.1% | +23.7% | +18.6% |
| 3Y | +85.9% | +73.9% | +12.0% | -1.0% |
| 5Y | +69.1% | +58.0% | +11.1% | -1.2% |
| 10Y | +248.5% | +225.5% | +23.0% | -10.4% |
| All | +303.9% | +356.1% | -52.1% | -33.7% |
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