-72.9%
SPDN vs VT
+224.5%
-297.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | +0.4% | -0.2% | +0.7% |
| 30D | +0.7% | +1.0% | -0.3% | +1.8% |
| 3M | -0.5% | +2.4% | -2.9% | +2.4% |
| 6M | -9.0% | +12.0% | -21.0% | +3.2% |
| YTD | -8.5% | +15.3% | -23.9% | +7.2% |
| 1Y | -11.7% | +22.6% | -34.3% | +10.7% |
| 3Y | -31.8% | +74.7% | -106.5% | +28.8% |
| 5Y | -32.8% | +66.1% | -99.0% | +29.4% |
| All | -72.9% | +224.5% | -297.4% | +19.0% |
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 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