-73.5%
SPDN vs VT
+228.8%
-302.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +2.1% | -1.6% | +3.7% | +0.5% |
| 30D | +2.4% | -2.5% | +4.9% | -0.1% |
| 3M | +1.6% | -1.3% | +2.9% | +0.6% |
| 6M | -2.1% | +3.1% | -5.2% | +1.8% |
| YTD | -6.1% | +10.9% | -17.0% | +6.0% |
| 1Y | -5.3% | +12.1% | -17.4% | +8.2% |
| 3Y | -33.1% | +73.9% | -107.0% | +25.2% |
| 5Y | -28.8% | +58.0% | -86.7% | +29.8% |
| 10Y | -73.3% | +225.5% | -298.8% | +13.6% |
| All | -73.5% | +228.8% | -302.4% | +14.8% |
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