+27.3%
SMA vs VT
+37.8%
-10.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +18.1% | -3.1% | +21.2% | +19.4% |
| 3M | +15.0% | -3.5% | +18.5% | +16.6% |
| 6M | +21.6% | +0.5% | +21.1% | +20.9% |
| YTD | +30.1% | +10.8% | +19.3% | +23.3% |
| 1Y | +22.1% | +11.9% | +10.2% | +15.3% |
| All | +27.3% | +37.8% | -10.5% | +14.1% |
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