+3.1%
SOYB vs VT
+396.0%
-392.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.1% | -2.3% | -0.8% | -2.7% |
| 30D | -8.2% | -5.0% | -3.3% | -7.4% |
| 3M | +1.2% | -4.9% | +6.0% | +2.1% |
| 6M | +2.2% | -1.5% | +3.8% | +2.4% |
| YTD | +15.8% | +8.5% | +7.3% | +13.7% |
| 1Y | +10.2% | +11.4% | -1.2% | +7.6% |
| 3Y | -11.0% | +70.1% | -81.1% | -20.3% |
| 5Y | +20.3% | +53.7% | -33.4% | +9.6% |
| 10Y | +33.0% | +220.0% | -187.0% | +0.8% |
| All | +3.1% | +396.0% | -392.8% | -34.0% |
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