-43.9%
SUPV vs VT
+243.1%
-287.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | 0.0% |
| 7D | -1.2% | -0.7% | -0.5% | -0.2% |
| 30D | -17.7% | -1.7% | -15.9% | -15.6% |
| 3M | -30.5% | -2.3% | -28.2% | -28.2% |
| 6M | -28.9% | +1.5% | -30.4% | -30.3% |
| YTD | -50.8% | +12.0% | -62.8% | -57.9% |
| 1Y | -48.9% | +12.9% | -61.7% | -56.6% |
| 3Y | +221.4% | +74.9% | +146.5% | +50.9% |
| 5Y | +168.6% | +59.9% | +108.7% | +43.9% |
| 10Y | -55.1% | +224.6% | -279.7% | -88.9% |
| All | -43.9% | +243.1% | -287.0% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling