+87.3%
SUPN vs VT
+221.4%
-134.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.8% |
| 30D | -10.9% | -0.2% | -10.7% | -10.8% |
| 3M | -4.6% | +4.5% | -9.2% | -8.4% |
| 6M | -21.2% | +14.1% | -35.3% | -29.6% |
| YTD | -14.6% | +14.8% | -29.4% | -24.1% |
| 1Y | -7.4% | +21.2% | -28.6% | -21.6% |
| 3Y | +38.7% | +76.6% | -37.9% | -15.4% |
| 5Y | +57.0% | +66.6% | -9.6% | +0.1% |
| 10Y | +87.3% | +222.3% | -134.9% | -46.8% |
| All | +87.3% | +221.4% | -134.1% | -46.8% |
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 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