+329.9%
SPE vs VT
+345.0%
-15.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -0.8% |
| 7D | -2.8% | -4.2% | +1.4% | -1.0% |
| 30D | -4.4% | -5.8% | +1.4% | -2.0% |
| 3M | -8.0% | -5.2% | -2.7% | -5.9% |
| 6M | -12.8% | +0.1% | -12.9% | -12.9% |
| YTD | -10.9% | +8.2% | -19.2% | -13.9% |
| 1Y | -8.5% | +10.1% | -18.7% | -12.3% |
| 3Y | +51.4% | +69.7% | -18.3% | +21.7% |
| 5Y | +30.3% | +53.4% | -23.0% | +8.3% |
| 10Y | +152.1% | +219.2% | -67.2% | +63.3% |
| All | +329.9% | +345.0% | -15.1% | +153.5% |
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 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