-85.1%
SOUX vs VT
+30.7%
-115.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -11.5% | +0.4% | -11.9% | -13.9% |
| 30D | +1.0% | +1.0% | +0.1% | -3.1% |
| 3M | -42.9% | +2.4% | -45.3% | -46.5% |
| 6M | -57.0% | +12.0% | -69.0% | -75.8% |
| YTD | -75.1% | +15.3% | -90.5% | -88.0% |
| 1Y | -89.9% | +22.6% | -112.4% | -96.4% |
| All | -85.1% | +30.7% | -115.8% | -96.5% |
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