+20.0%
SPLB vs VT
+217.6%
-197.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +2.3% | -3.1% | +5.3% | +2.9% |
| 3M | -1.1% | -3.5% | +2.4% | -0.4% |
| 6M | -4.2% | +0.5% | -4.7% | -4.4% |
| YTD | -3.5% | +10.8% | -14.3% | -5.9% |
| 1Y | -3.9% | +11.9% | -15.8% | -6.5% |
| 3Y | +14.5% | +73.0% | -58.5% | +0.9% |
| 5Y | -17.0% | +58.6% | -75.6% | -26.3% |
| 10Y | +20.0% | +219.2% | -199.2% | -4.0% |
| All | +20.0% | +217.6% | -197.6% | -4.0% |
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