+145.8%
SPSC vs VT
+224.5%
-78.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.3% | +0.4% | -2.7% | -2.7% |
| 30D | +14.3% | +1.0% | +13.3% | +13.1% |
| 3M | +48.0% | +2.4% | +45.6% | +43.2% |
| 6M | +33.5% | +12.0% | +21.5% | +15.9% |
| YTD | -6.9% | +15.3% | -22.2% | -21.9% |
| 1Y | -24.1% | +22.6% | -46.7% | -40.8% |
| 3Y | -54.2% | +74.7% | -128.8% | -75.7% |
| 5Y | -38.6% | +66.1% | -104.8% | -65.2% |
| All | +145.8% | +224.5% | -78.7% | -28.0% |
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