-97.9%
SPRU vs VT
+139.8%
-237.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.3% | +0.2% | +28.1% | +28.2% |
| 7D | +25.4% | -2.3% | +27.7% | +28.1% |
| 30D | +0.6% | -5.0% | +5.6% | +5.1% |
| 3M | -29.1% | -4.9% | -24.3% | -26.0% |
| 6M | -53.7% | -1.5% | -52.2% | -52.8% |
| YTD | -68.0% | +8.5% | -76.5% | -69.8% |
| 1Y | -38.0% | +11.4% | -49.4% | -43.0% |
| 3Y | -59.7% | +70.1% | -129.7% | -73.2% |
| 5Y | -96.2% | +53.7% | -149.9% | -97.3% |
| All | -97.9% | +139.8% | -237.7% | -98.6% |
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