+204.9%
SLM vs VT
+345.0%
-140.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -0.6% |
| 7D | -4.0% | -4.2% | +0.2% | +1.9% |
| 30D | -22.4% | -5.8% | -16.6% | -15.6% |
| 3M | -35.9% | -5.2% | -30.6% | -30.9% |
| 6M | -21.4% | +0.1% | -21.5% | -21.8% |
| YTD | -34.1% | +8.2% | -42.3% | -41.3% |
| 1Y | -34.6% | +10.1% | -44.7% | -43.1% |
| 3Y | +26.1% | +69.7% | -43.5% | -39.5% |
| 5Y | +6.8% | +53.4% | -46.6% | -40.4% |
| 10Y | +191.0% | +219.2% | -28.2% | -44.7% |
| All | +204.9% | +345.0% | -140.1% | -46.3% |
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