+80.2%
SPD vs VT
+115.3%
-35.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -2.2% | -1.4% | -0.8% | -1.1% |
| 3M | -4.2% | -1.4% | -2.8% | -3.1% |
| 6M | +4.6% | +5.5% | -0.9% | +0.3% |
| YTD | +6.2% | +12.8% | -6.6% | -3.7% |
| 1Y | +5.3% | +15.4% | -10.2% | -6.2% |
| 3Y | +62.0% | +76.9% | -14.9% | +4.4% |
| 5Y | +35.7% | +60.4% | -24.7% | -3.8% |
| All | +80.2% | +115.3% | -35.1% | -5.6% |
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