+546.3%
SLYG vs VT
+357.8%
+188.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | +3.0% | +2.9% | +0.1% | +0.1% |
| 30D | +2.0% | -2.5% | +4.5% | +4.6% |
| 3M | -6.6% | -3.3% | -3.3% | -3.4% |
| 6M | +3.0% | +1.5% | +1.5% | +1.3% |
| YTD | +17.8% | +11.4% | +6.4% | +5.6% |
| 1Y | +18.4% | +11.9% | +6.5% | +5.7% |
| 3Y | +59.2% | +73.9% | -14.6% | -7.6% |
| 5Y | +22.0% | +57.9% | -35.9% | -21.5% |
| 10Y | +160.9% | +222.6% | -61.7% | -12.1% |
| All | +546.3% | +357.8% | +188.5% | +53.3% |
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