-56.5%
SUPV vs VT
+222.7%
-279.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | -0.2% | +2.9% | -3.1% | -4.5% |
| 30D | -20.7% | -2.5% | -18.2% | -17.7% |
| 3M | -31.4% | -3.3% | -28.1% | -27.9% |
| 6M | -27.4% | +1.5% | -28.9% | -28.9% |
| YTD | -51.9% | +11.4% | -63.3% | -58.7% |
| 1Y | -51.2% | +11.9% | -63.2% | -58.3% |
| 3Y | +213.7% | +73.9% | +139.8% | +46.2% |
| 5Y | +158.7% | +57.9% | +100.8% | +39.6% |
| All | -56.5% | +222.7% | -279.2% | -90.0% |
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