+63.5%
SPBO vs VT
+322.2%
-258.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | +0.3% | -4.2% | +4.5% | +0.5% |
| 30D | +2.0% | -5.8% | +7.8% | +2.4% |
| 3M | -1.4% | -5.2% | +3.9% | -1.0% |
| 6M | -1.4% | +0.1% | -1.6% | -1.5% |
| YTD | -1.1% | +8.2% | -9.4% | -1.6% |
| 1Y | -0.4% | +10.1% | -10.5% | -1.0% |
| 3Y | +17.9% | +69.7% | -51.7% | +14.4% |
| 5Y | -0.9% | +53.4% | -54.3% | -4.0% |
| 10Y | +26.6% | +219.2% | -192.6% | +23.4% |
| All | +63.5% | +322.2% | -258.7% | +63.3% |
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