-97.7%
SPRU vs VT
+154.9%
-252.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.8% | +0.4% | -5.3% | -5.1% |
| 30D | -25.5% | +1.0% | -26.5% | -26.1% |
| 3M | -37.5% | +2.4% | -39.9% | -38.6% |
| 6M | -52.4% | +12.0% | -64.4% | -56.5% |
| YTD | -65.0% | +15.3% | -80.4% | -68.7% |
| 1Y | +14.1% | +22.6% | -8.5% | -2.8% |
| 3Y | -71.8% | +74.7% | -146.5% | -81.8% |
| 5Y | -96.7% | +66.1% | -162.9% | -97.8% |
| All | -97.7% | +154.9% | -252.7% | -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