+51.4%
SLVP vs VT
+349.5%
-298.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | +2.2% |
| 7D | +1.9% | -4.2% | +6.1% | +5.7% |
| 30D | -10.8% | -5.8% | -5.0% | -5.9% |
| 3M | -8.0% | -5.2% | -2.7% | -3.1% |
| 6M | -8.5% | +0.1% | -8.7% | -7.1% |
| YTD | -8.2% | +8.2% | -16.5% | -11.5% |
| 1Y | +28.1% | +10.1% | +18.0% | +22.2% |
| 3Y | +253.2% | +69.7% | +183.6% | +147.6% |
| 5Y | +131.3% | +53.4% | +78.0% | +72.5% |
| 10Y | +177.9% | +219.2% | -41.3% | +22.1% |
| All | +51.4% | +349.5% | -298.1% | -51.3% |
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