+57.3%
SOBO vs VT
+32.4%
+24.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -5.7% |
| 7D | -12.0% | -4.2% | -7.9% | -10.7% |
| 30D | -7.4% | -5.8% | -1.6% | -5.5% |
| 3M | -9.6% | -5.2% | -4.3% | -7.9% |
| 6M | -7.9% | +0.1% | -8.0% | -8.4% |
| YTD | +20.2% | +8.2% | +12.0% | +14.7% |
| 1Y | +28.8% | +10.1% | +18.7% | +21.7% |
| All | +57.3% | +32.4% | +24.8% | +31.4% |
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