-100.0%
SPRB vs VT
+104.1%
-204.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.6% |
| 7D | +0.3% | -2.3% | +2.7% | +4.7% |
| 30D | +4.8% | -5.0% | +9.8% | +14.2% |
| 3M | +0.3% | -4.9% | +5.2% | +8.9% |
| 6M | -19.6% | -1.5% | -18.0% | -17.0% |
| YTD | -46.6% | +8.5% | -55.0% | -52.3% |
| 1Y | -61.0% | +11.4% | -72.4% | -66.7% |
| 3Y | -99.2% | +70.1% | -169.3% | -99.6% |
| 5Y | -99.8% | +53.7% | -153.6% | -99.9% |
| All | -100.0% | +104.1% | -204.1% | -100.0% |
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