+559.3%
SUN vs VT
+221.8%
+337.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +5.7% | +2.4% | +3.3% | +3.7% |
| 30D | -10.8% | -1.5% | -9.3% | -9.8% |
| 3M | -10.9% | -4.1% | -6.8% | -8.1% |
| 6M | -3.9% | +0.6% | -4.5% | -5.5% |
| YTD | +32.3% | +11.0% | +21.3% | +18.3% |
| 1Y | +35.5% | +13.3% | +22.1% | +18.8% |
| 3Y | +47.2% | +73.4% | -26.1% | -14.3% |
| 5Y | +127.1% | +57.4% | +69.6% | +43.7% |
| All | +559.3% | +221.8% | +337.6% | +139.1% |
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 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