+498.8%
SO vs VT
+363.9%
+134.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | +11.1% | -1.4% | +12.6% | +11.7% |
| 3M | +0.7% | -1.4% | +2.1% | +1.2% |
| 6M | -1.4% | +5.5% | -6.8% | -4.0% |
| YTD | +9.4% | +12.8% | -3.4% | +3.3% |
| 1Y | +3.7% | +15.4% | -11.7% | -3.1% |
| 3Y | +46.7% | +76.9% | -30.2% | +12.2% |
| 5Y | +78.9% | +60.4% | +18.5% | +41.5% |
| 10Y | +180.3% | +232.8% | -52.4% | +61.7% |
| All | +498.8% | +363.9% | +134.9% | +167.1% |
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 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