+49.7%
SLVM vs VT
+59.7%
-10.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.6% |
| 7D | +2.3% | -4.2% | +6.5% | +6.8% |
| 30D | +0.5% | -5.8% | +6.3% | +6.7% |
| 3M | -14.6% | -5.2% | -9.4% | -9.8% |
| 6M | -23.9% | +0.1% | -24.1% | -24.5% |
| YTD | -29.1% | +8.2% | -37.3% | -35.4% |
| 1Y | -16.0% | +10.1% | -26.1% | -25.0% |
| 3Y | -21.1% | +69.7% | -90.8% | -54.7% |
| 5Y | +33.3% | +53.4% | -20.1% | -16.9% |
| All | +49.7% | +59.7% | -10.0% | -7.4% |
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