+223.9%
SU vs VT
+217.6%
+6.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.0% |
| 7D | -10.2% | -0.1% | -10.1% | -10.3% |
| 30D | -6.2% | -3.1% | -3.1% | -3.5% |
| 3M | +8.7% | -3.5% | +12.2% | +12.0% |
| 6M | +7.2% | +0.5% | +6.8% | +4.9% |
| YTD | +55.9% | +10.8% | +45.1% | +34.9% |
| 1Y | +60.4% | +11.9% | +48.5% | +37.0% |
| 3Y | +125.2% | +73.0% | +52.2% | +13.1% |
| 5Y | +216.7% | +58.6% | +158.1% | +75.5% |
| 10Y | +223.9% | +219.2% | +4.7% | -23.7% |
| All | +223.9% | +217.6% | +6.2% | -23.7% |
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