-45.1%
SUPV vs VT
+231.5%
-276.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | +2.8% |
| 7D | -15.1% | -4.2% | -10.9% | -9.5% |
| 30D | -23.5% | -5.8% | -17.7% | -16.4% |
| 3M | -36.6% | -5.2% | -31.4% | -31.5% |
| 6M | -30.1% | +0.1% | -30.2% | -30.0% |
| YTD | -51.9% | +8.2% | -60.1% | -56.6% |
| 1Y | -55.1% | +10.1% | -65.2% | -60.5% |
| 3Y | +184.0% | +69.7% | +114.4% | +39.7% |
| 5Y | +171.0% | +53.4% | +117.6% | +54.8% |
| 10Y | -56.9% | +219.2% | -276.1% | -88.9% |
| All | -45.1% | +231.5% | -276.6% | -86.7% |
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