+323.8%
SN vs VTEB
+7.8%
+315.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.5% |
| 30D | -5.6% | -1.6% | -4.0% | -3.1% |
| 3M | +48.1% | -2.0% | +50.1% | +53.1% |
| 6M | +57.6% | -1.7% | +59.3% | +62.3% |
| YTD | +56.5% | -0.6% | +57.1% | +59.5% |
| 1Y | +52.6% | +1.8% | +50.7% | +51.6% |
| 3Y | +412.0% | +9.6% | +402.4% | +371.0% |
| All | +323.8% | +7.8% | +315.9% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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