-96.8%
SPRU vs VT
+58.5%
-155.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -7.9% | -7.8% |
| 7D | +9.4% | +2.9% | +6.6% | +5.4% |
| 30D | -7.3% | -2.5% | -4.8% | -4.0% |
| 3M | -34.4% | -3.3% | -31.1% | -31.3% |
| 6M | -55.3% | +1.5% | -56.8% | -56.0% |
| YTD | -72.7% | +11.4% | -84.1% | -76.3% |
| 1Y | -70.6% | +11.9% | -82.5% | -74.8% |
| 3Y | -68.0% | +73.9% | -141.9% | -86.0% |
| 5Y | -96.8% | +57.9% | -154.7% | -98.1% |
| All | -96.8% | +58.5% | -155.4% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling