+329.3%
SPLV vs VT
+348.1%
-18.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -1.9% | +1.0% | -2.9% | -2.5% |
| 3M | +3.8% | +2.4% | +1.4% | +1.8% |
| 6M | -1.9% | +12.0% | -13.9% | -9.6% |
| YTD | +6.2% | +15.3% | -9.1% | -4.2% |
| 1Y | +4.1% | +22.6% | -18.5% | -10.1% |
| 3Y | +30.4% | +74.7% | -44.3% | -12.8% |
| 5Y | +28.7% | +66.1% | -37.4% | -11.9% |
| 10Y | +118.7% | +225.0% | -106.3% | -7.7% |
| All | +329.3% | +348.1% | -18.8% | +46.6% |
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