+139.9%
SPLV vs VT
+222.7%
-82.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +0.6% | +2.9% | -2.3% | -1.3% |
| 30D | +7.1% | -2.5% | +9.6% | +8.8% |
| 3M | +3.5% | -3.3% | +6.8% | +5.6% |
| 6M | +8.0% | +1.5% | +6.4% | +6.1% |
| YTD | +11.3% | +11.4% | 0.0% | +2.2% |
| 1Y | +10.4% | +11.9% | -1.5% | +1.0% |
| 3Y | +39.0% | +73.9% | -34.9% | -9.1% |
| 5Y | +34.9% | +57.9% | -23.0% | -5.8% |
| All | +139.9% | +222.7% | -82.8% | -6.9% |
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