+2.0%
SR vs VT
+5.0%
-2.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +3.3% |
| 7D | +5.6% | -0.3% | +5.9% | +5.4% |
| 30D | +16.7% | -1.4% | +18.1% | +15.8% |
| 3M | +14.7% | -1.4% | +16.1% | +13.8% |
| 6M | +2.0% | +5.5% | -3.4% | +5.5% |
| All | +2.0% | +5.0% | -2.9% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling