+28.2%
SMA vs VT
+34.9%
-6.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +6.5% | -2.3% | +8.9% | +7.4% |
| 30D | +19.1% | -5.0% | +24.0% | +21.3% |
| 3M | +14.3% | -4.9% | +19.2% | +16.4% |
| 6M | +24.3% | -1.5% | +25.8% | +24.5% |
| YTD | +31.1% | +8.5% | +22.6% | +25.2% |
| 1Y | +19.8% | +11.4% | +8.5% | +13.4% |
| All | +28.2% | +34.9% | -6.7% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling