-4.8%
SPDN vs VT
+10.5%
-15.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | +0.1% |
| 7D | +2.8% | -2.3% | +5.1% | +0.8% |
| 30D | +6.1% | -5.0% | +11.1% | +1.7% |
| 3M | +5.7% | -4.9% | +10.6% | +1.5% |
| 6M | +2.1% | -1.5% | +3.6% | +1.5% |
| YTD | -3.7% | +8.5% | -12.2% | +5.5% |
| 1Y | -4.8% | +11.4% | -16.2% | +7.2% |
| All | -4.8% | +10.5% | -15.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling