+151.4%
SPSC vs VT
+223.7%
-72.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -3.9% |
| 7D | -4.7% | +0.4% | -5.1% | -5.3% |
| 30D | -4.2% | -2.6% | -1.6% | -1.7% |
| 3M | +10.4% | -3.2% | +13.7% | +14.1% |
| 6M | +43.5% | +0.9% | +42.6% | +40.4% |
| YTD | -9.1% | +11.3% | -20.4% | -21.0% |
| 1Y | -1.2% | +14.0% | -15.2% | -16.6% |
| 3Y | -51.2% | +75.8% | -127.0% | -74.4% |
| 5Y | -44.5% | +57.8% | -102.3% | -66.8% |
| 10Y | +151.4% | +219.8% | -68.4% | -21.8% |
| All | +151.4% | +223.7% | -72.3% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling