+32.6%
SOVF vs VT
+80.0%
-47.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.3% |
| 30D | +3.3% | -1.7% | +5.0% | +4.8% |
| 3M | +0.3% | -2.3% | +2.6% | +2.3% |
| 6M | +12.9% | +1.5% | +11.4% | +10.9% |
| YTD | +9.8% | +12.0% | -2.3% | -2.4% |
| 1Y | +14.0% | +12.9% | +1.1% | +0.5% |
| 3Y | +30.5% | +74.9% | -44.5% | -28.0% |
| All | +32.6% | +80.0% | -47.4% | -29.2% |
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 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