+154.7%
SPE vs VT
+224.4%
-69.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.6% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | -2.0% | -1.7% | -0.2% | -0.9% |
| 3M | -7.2% | -2.3% | -4.9% | -5.9% |
| 6M | -10.8% | +1.5% | -12.3% | -11.9% |
| YTD | -9.1% | +12.0% | -21.2% | -16.2% |
| 1Y | -7.8% | +12.9% | -20.7% | -15.4% |
| 3Y | +54.3% | +74.9% | -20.7% | +4.3% |
| 5Y | +32.6% | +59.9% | -27.3% | -5.3% |
| 10Y | +154.7% | +224.6% | -70.0% | +6.7% |
| All | +154.7% | +224.4% | -69.7% | +6.7% |
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