+339.4%
SR vs VT
+345.0%
-5.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +1.1% |
| 7D | +2.9% | -4.2% | +7.1% | +5.3% |
| 30D | +14.2% | -5.8% | +20.0% | +17.9% |
| 3M | +11.6% | -5.2% | +16.8% | +14.9% |
| 6M | +1.4% | +0.1% | +1.3% | +0.6% |
| YTD | +11.2% | +8.2% | +2.9% | +5.0% |
| 1Y | +6.3% | +10.1% | -3.8% | -0.7% |
| 3Y | +71.2% | +69.7% | +1.6% | +22.6% |
| 5Y | +74.5% | +53.4% | +21.2% | +31.0% |
| 10Y | +113.7% | +219.2% | -105.5% | +3.0% |
| All | +339.4% | +345.0% | -5.6% | +65.8% |
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