+52.1%
SLVO vs VT
+306.8%
-254.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.5% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -12.7% | -1.4% | -11.2% | -12.1% |
| 3M | -7.3% | -1.4% | -5.9% | -6.6% |
| 6M | -17.1% | +5.5% | -22.5% | -18.4% |
| YTD | -9.5% | +12.8% | -22.4% | -13.0% |
| 1Y | +7.6% | +15.4% | -7.9% | +2.7% |
| 3Y | +90.9% | +76.9% | +14.0% | +57.8% |
| 5Y | +79.8% | +60.4% | +19.4% | +51.8% |
| 10Y | +101.1% | +232.8% | -131.7% | +38.7% |
| All | +52.1% | +306.8% | -254.7% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling