+96.2%
SLVP vs VT
+379.0%
-282.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | +19.3% | +1.0% | +18.3% | +18.5% |
| 3M | +16.1% | +2.4% | +13.7% | +14.7% |
| 6M | -4.7% | +12.0% | -16.7% | -11.7% |
| YTD | +18.9% | +15.3% | +3.6% | +8.3% |
| 1Y | +81.8% | +22.6% | +59.2% | +58.6% |
| 3Y | +341.5% | +74.7% | +266.8% | +199.3% |
| 5Y | +198.2% | +66.1% | +132.0% | +107.8% |
| 10Y | +221.1% | +225.0% | -3.9% | +38.8% |
| All | +96.2% | +379.0% | -282.8% | -40.5% |
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