+78.7%
SO vs VT
+59.8%
+18.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +7.8% | -1.7% | +9.6% | +8.2% |
| 3M | +2.9% | -2.3% | +5.2% | +3.4% |
| 6M | +2.5% | +1.5% | +0.9% | +1.8% |
| YTD | +10.3% | +12.0% | -1.8% | +6.4% |
| 1Y | +6.4% | +12.9% | -6.5% | +2.4% |
| 3Y | +52.8% | +74.9% | -22.1% | +23.5% |
| 5Y | +78.7% | +59.9% | +18.8% | +42.9% |
| All | +78.7% | +59.8% | +18.9% | +42.9% |
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