+150.4%
SPE vs VT
+215.5%
-65.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -2.0% | -2.3% | +0.4% | -0.4% |
| 30D | -3.5% | -5.0% | +1.4% | -0.3% |
| 3M | -7.9% | -4.9% | -3.0% | -4.8% |
| 6M | -13.2% | -1.5% | -11.7% | -12.6% |
| YTD | -10.9% | +8.5% | -19.3% | -16.0% |
| 1Y | -8.4% | +11.4% | -19.8% | -15.2% |
| 3Y | +50.7% | +70.1% | -19.4% | +3.8% |
| 5Y | +30.4% | +53.7% | -23.3% | -4.3% |
| All | +150.4% | +215.5% | -65.1% | +6.5% |
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