+62.9%
SLVM vs VT
+70.2%
-7.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -7.1% | +1.0% | -8.1% | -8.0% |
| 3M | -6.0% | +2.4% | -8.4% | -8.5% |
| 6M | -21.1% | +12.0% | -33.1% | -30.2% |
| YTD | -22.9% | +15.3% | -38.2% | -34.1% |
| 1Y | -16.0% | +22.6% | -38.6% | -33.0% |
| 3Y | -5.8% | +74.7% | -80.4% | -47.5% |
| All | +62.9% | +70.2% | -7.3% | -5.5% |
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 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