-93.5%
SLND vs VT
+61.6%
-155.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.1% | -6.3% | -5.6% |
| 7D | -16.1% | -0.7% | -15.4% | -15.8% |
| 30D | -34.5% | -1.7% | -32.7% | -33.9% |
| 3M | -11.4% | -2.3% | -9.1% | -10.5% |
| 6M | -50.1% | +1.5% | -51.6% | -50.4% |
| YTD | -81.1% | +12.0% | -93.1% | -82.0% |
| 1Y | -86.1% | +12.9% | -99.0% | -86.9% |
| 3Y | -89.7% | +74.9% | -164.6% | -91.5% |
| All | -93.5% | +61.6% | -155.2% | -94.7% |
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 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