-95.6%
SOUX vs VT
+27.0%
-122.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | -3.4% |
| 7D | -18.8% | -0.7% | -18.1% | -18.3% |
| 30D | -42.1% | -1.7% | -40.3% | -37.0% |
| 3M | -76.4% | -2.3% | -74.1% | -73.5% |
| 6M | -85.3% | +1.5% | -86.9% | -85.9% |
| YTD | -92.6% | +12.0% | -104.7% | -95.9% |
| 1Y | -96.4% | +12.9% | -109.3% | -98.0% |
| All | -95.6% | +27.0% | -122.6% | -98.8% |
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