+106.8%
SR vs VT
+224.4%
-117.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -2.0% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | +10.9% | -1.7% | +12.7% | +11.9% |
| 3M | +8.2% | -2.3% | +10.5% | +9.4% |
| 6M | +5.1% | +1.5% | +3.5% | +3.4% |
| YTD | +9.9% | +12.0% | -2.1% | +1.2% |
| 1Y | +1.2% | +12.9% | -11.7% | -7.4% |
| 3Y | +76.7% | +74.9% | +1.8% | +19.1% |
| 5Y | +73.8% | +59.9% | +13.9% | +23.2% |
| 10Y | +106.8% | +224.6% | -117.8% | -24.7% |
| All | +106.8% | +224.4% | -117.5% | -24.7% |
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