+71.9%
SLX vs VT
+363.9%
-292.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -2.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.3% |
| 30D | -5.1% | -1.4% | -3.7% | -3.1% |
| 3M | -8.1% | -1.4% | -6.7% | -6.2% |
| 6M | -2.6% | +5.5% | -8.0% | -10.0% |
| YTD | +17.5% | +12.8% | +4.7% | -1.8% |
| 1Y | +32.9% | +15.4% | +17.5% | +7.3% |
| 3Y | +64.5% | +76.9% | -12.4% | -30.3% |
| 5Y | +120.5% | +60.4% | +60.1% | +7.7% |
| 10Y | +326.3% | +232.8% | +93.5% | -30.9% |
| All | +71.9% | +363.9% | -292.0% | -81.0% |
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