+138.0%
SPUC vs VT
+111.9%
+26.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +2.4% | +2.4% | 0.0% | -0.5% |
| 30D | -3.1% | -1.5% | -1.6% | -1.3% |
| 3M | -3.3% | -4.1% | +0.8% | +1.7% |
| 6M | +2.2% | +0.6% | +1.6% | +1.1% |
| YTD | +9.7% | +11.0% | -1.3% | -4.2% |
| 1Y | +10.9% | +13.3% | -2.4% | -5.6% |
| 3Y | +86.9% | +73.4% | +13.6% | -2.2% |
| 5Y | +66.1% | +57.4% | +8.7% | -1.7% |
| All | +138.0% | +111.9% | +26.1% | -0.2% |
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