-49.7%
SPRU vs VT
+13.0%
-62.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.6% | -10.0% | -8.9% |
| 7D | +14.4% | +0.4% | +14.0% | +14.6% |
| 30D | -3.2% | -2.6% | -0.6% | -1.4% |
| 3M | -30.4% | -3.2% | -27.2% | -28.9% |
| 6M | -54.2% | +0.9% | -55.2% | -53.5% |
| YTD | -70.3% | +11.3% | -81.6% | -66.5% |
| All | -49.7% | +13.0% | -62.7% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling