+83.5%
SLVO vs VT
+315.9%
-232.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.6% | +0.4% | +0.1% | +0.4% |
| 30D | +8.2% | +1.0% | +7.2% | +7.8% |
| 3M | -4.6% | +2.4% | -7.0% | -5.3% |
| 6M | -1.4% | +12.0% | -13.4% | -5.3% |
| YTD | +9.1% | +15.3% | -6.2% | +3.9% |
| 1Y | +35.5% | +22.6% | +12.9% | +26.3% |
| 3Y | +121.2% | +74.7% | +46.5% | +82.9% |
| 5Y | +109.5% | +66.1% | +43.3% | +74.3% |
| 10Y | +129.5% | +225.0% | -95.5% | +58.3% |
| All | +83.5% | +315.9% | -232.4% | +11.3% |
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