+166.6%
SOR vs VT
+221.8%
-55.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +0.9% | +2.4% | -1.4% | -0.6% |
| 30D | +5.6% | -1.5% | +7.1% | +6.6% |
| 3M | +2.4% | -4.1% | +6.5% | +5.2% |
| 6M | +5.1% | +0.6% | +4.5% | +4.3% |
| YTD | +8.1% | +11.0% | -2.9% | 0.0% |
| 1Y | +10.0% | +13.3% | -3.4% | +0.3% |
| 3Y | +54.4% | +73.4% | -19.0% | +3.0% |
| 5Y | +55.2% | +57.4% | -2.2% | +10.4% |
| All | +166.6% | +221.8% | -55.2% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling