+348.8%
SPLV vs VT
+332.4%
+16.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +8.1% | -2.6% | +10.7% | +9.8% |
| 3M | +2.7% | -3.2% | +6.0% | +4.7% |
| 6M | +8.4% | +0.9% | +7.4% | +7.0% |
| YTD | +11.0% | +11.3% | -0.3% | +2.3% |
| 1Y | +11.4% | +14.0% | -2.6% | +0.9% |
| 3Y | +39.4% | +75.8% | -36.4% | -7.4% |
| 5Y | +35.1% | +57.8% | -22.7% | -4.3% |
| 10Y | +138.4% | +219.8% | -81.4% | +1.5% |
| All | +348.8% | +332.4% | +16.4% | +56.6% |
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