+543.5%
SUN vs VT
+224.4%
+319.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +2.4% |
| 7D | +2.7% | -0.7% | +3.4% | +3.3% |
| 30D | -12.0% | -1.7% | -10.3% | -10.9% |
| 3M | -9.4% | -2.3% | -7.1% | -8.0% |
| 6M | +1.3% | +1.5% | -0.2% | -1.2% |
| YTD | +32.5% | +12.0% | +20.5% | +17.6% |
| 1Y | +38.5% | +12.9% | +25.6% | +22.0% |
| 3Y | +48.5% | +74.9% | -26.5% | -14.3% |
| 5Y | +129.5% | +59.9% | +69.6% | +43.1% |
| 10Y | +543.5% | +224.6% | +318.9% | +129.3% |
| All | +543.5% | +224.4% | +319.1% | +129.3% |
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