-100.0%
SNES vs VT
+221.8%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -7.4% | +0.4% | -7.9% | -7.7% |
| 30D | -38.7% | +1.0% | -39.6% | -39.1% |
| 3M | -39.4% | +2.4% | -41.8% | -40.2% |
| 6M | -53.5% | +12.0% | -65.5% | -56.9% |
| YTD | -53.3% | +15.3% | -68.6% | -57.4% |
| 1Y | -79.5% | +22.6% | -102.1% | -81.9% |
| 3Y | -98.5% | +74.7% | -173.2% | -98.9% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +221.8% | -321.8% | -100.0% |
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