+377.5%
SPE vs VT
+374.2%
+3.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | +2.2% | +1.0% | +1.3% | +1.8% |
| 3M | -1.0% | +2.4% | -3.4% | -2.0% |
| 6M | -3.0% | +12.0% | -15.0% | -7.6% |
| YTD | -1.1% | +15.3% | -16.4% | -6.9% |
| 1Y | -0.4% | +22.6% | -23.0% | -8.6% |
| 3Y | +61.9% | +74.7% | -12.8% | +28.6% |
| 5Y | +46.5% | +66.1% | -19.6% | +17.8% |
| 10Y | +155.3% | +225.0% | -69.7% | +63.0% |
| All | +377.5% | +374.2% | +3.3% | +174.3% |
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