-59.7%
SPRU vs VT
+69.7%
-129.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.3% | +0.2% | +28.1% | +28.1% |
| 7D | +25.4% | -2.3% | +27.7% | +28.5% |
| 30D | +0.6% | -5.0% | +5.6% | +5.8% |
| 3M | -29.1% | -4.9% | -24.3% | -25.5% |
| 6M | -53.7% | -1.5% | -52.2% | -52.6% |
| YTD | -68.0% | +8.5% | -76.5% | -69.7% |
| 1Y | -38.0% | +11.4% | -49.4% | -43.0% |
| 3Y | -59.7% | +70.1% | -129.7% | -75.8% |
| All | -59.7% | +69.7% | -129.4% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling