+188.6%
SLVP vs VT
+215.5%
-26.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | +10.3% | -2.3% | +12.6% | +12.6% |
| 30D | -5.5% | -5.0% | -0.5% | -1.1% |
| 3M | -5.8% | -4.9% | -0.9% | -1.2% |
| 6M | -14.0% | -1.5% | -12.4% | -11.5% |
| YTD | -6.4% | +8.5% | -14.9% | -9.7% |
| 1Y | +28.1% | +11.4% | +16.7% | +21.4% |
| 3Y | +264.8% | +70.1% | +194.7% | +160.2% |
| 5Y | +136.1% | +53.7% | +82.3% | +76.2% |
| All | +188.6% | +215.5% | -26.9% | +12.1% |
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