-100.0%
SPXU vs VT
+537.1%
-637.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.1% |
| 7D | +7.6% | -2.3% | +9.9% | +1.9% |
| 30D | +17.5% | -5.0% | +22.5% | +3.7% |
| 3M | +14.7% | -4.9% | +19.5% | +2.2% |
| 6M | -0.1% | -1.5% | +1.5% | +0.9% |
| YTD | -19.8% | +8.5% | -28.3% | +10.7% |
| 1Y | -23.7% | +11.4% | -35.1% | +14.7% |
| 3Y | -79.5% | +70.1% | -149.6% | +32.5% |
| 5Y | -81.9% | +53.7% | -135.6% | +35.5% |
| 10Y | -99.5% | +220.0% | -319.5% | -33.2% |
| All | -100.0% | +537.1% | -637.1% | -83.1% |
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