-67.1%
SPCL vs VT
+5.3%
-72.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -4.1% | -19.1% | +0.7% |
| 7D | -40.6% | -4.2% | -36.4% | -22.1% |
| 30D | -66.3% | -5.8% | -60.5% | -49.7% |
| 3M | -64.0% | -5.2% | -58.8% | -46.8% |
| 6M | -65.2% | +0.1% | -65.3% | -56.9% |
| All | -67.1% | +5.3% | -72.3% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling