+51.7%
SLVO vs VT
+290.3%
-238.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.4% |
| 7D | -0.8% | -4.2% | +3.4% | +1.0% |
| 30D | -13.3% | -5.8% | -7.5% | -11.1% |
| 3M | -10.6% | -5.2% | -5.3% | -8.4% |
| 6M | -17.2% | +0.1% | -17.3% | -16.9% |
| YTD | -9.8% | +8.2% | -18.0% | -11.7% |
| 1Y | +5.2% | +10.1% | -4.9% | +2.3% |
| 3Y | +90.4% | +69.7% | +20.7% | +60.0% |
| 5Y | +78.0% | +53.4% | +24.6% | +52.9% |
| 10Y | +100.6% | +219.2% | -118.6% | +40.6% |
| All | +51.7% | +290.3% | -238.5% | -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 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