-58.3%
SUPV vs VT
+215.5%
-273.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | -12.6% | -2.3% | -10.3% | -9.5% |
| 30D | -21.1% | -5.0% | -16.2% | -14.9% |
| 3M | -35.4% | -4.9% | -30.6% | -30.5% |
| 6M | -35.6% | -1.5% | -34.0% | -33.9% |
| YTD | -52.4% | +8.5% | -60.9% | -57.4% |
| 1Y | -53.0% | +11.4% | -64.4% | -59.5% |
| 3Y | +185.1% | +70.1% | +115.1% | +37.5% |
| 5Y | +168.1% | +53.7% | +114.4% | +50.7% |
| All | -58.3% | +215.5% | -273.8% | -90.4% |
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