-26.2%
SPDN vs VT
+53.2%
-79.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.4% | +0.2% |
| 7D | +4.6% | -4.2% | +8.8% | +0.4% |
| 30D | +6.6% | -5.8% | +12.4% | +0.7% |
| 3M | +6.2% | -5.2% | +11.4% | +1.0% |
| 6M | +0.7% | +0.1% | +0.6% | +1.9% |
| YTD | -3.6% | +8.2% | -11.8% | +6.4% |
| 1Y | -3.5% | +10.1% | -13.7% | +8.6% |
| 3Y | -31.3% | +69.7% | -100.9% | +26.3% |
| 5Y | -26.2% | +53.4% | -79.6% | +31.0% |
| All | -26.2% | +53.2% | -79.4% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling