+97.5%
SLVO vs VT
+217.6%
-120.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | -13.0% | -3.1% | -9.9% | -11.7% |
| 3M | -14.8% | -3.5% | -11.3% | -13.3% |
| 6M | -22.2% | +0.5% | -22.7% | -22.0% |
| YTD | -10.4% | +10.8% | -21.2% | -13.4% |
| 1Y | +0.1% | +11.9% | -11.8% | -3.6% |
| 3Y | +95.7% | +73.0% | +22.7% | +60.6% |
| 5Y | +74.2% | +58.6% | +15.6% | +45.6% |
| 10Y | +97.5% | +219.2% | -121.7% | +23.5% |
| All | +97.5% | +217.6% | -120.2% | +23.5% |
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