-90.4%
SLND vs VT
+60.2%
-150.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +49.2% | -0.3% | +49.5% | +49.3% |
| 7D | +37.4% | +2.4% | +35.1% | +36.0% |
| 30D | +29.0% | -1.5% | +30.5% | +30.0% |
| 3M | +75.4% | -4.1% | +79.5% | +78.6% |
| 6M | -25.4% | +0.6% | -25.9% | -25.5% |
| YTD | -71.7% | +11.0% | -82.7% | -73.1% |
| 1Y | -77.2% | +13.3% | -90.6% | -78.6% |
| 3Y | -84.3% | +73.4% | -157.7% | -87.0% |
| All | -90.4% | +60.2% | -150.5% | -92.0% |
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 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