-44.8%
SUPV vs VT
+239.3%
-284.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -19.8% | -3.1% | -16.7% | -16.1% |
| 3M | -32.5% | -3.5% | -29.0% | -29.0% |
| 6M | -28.2% | +0.5% | -28.7% | -28.5% |
| YTD | -51.6% | +10.8% | -62.4% | -57.9% |
| 1Y | -50.9% | +11.9% | -62.8% | -57.8% |
| 3Y | +215.9% | +73.0% | +142.9% | +50.9% |
| 5Y | +160.6% | +58.6% | +101.9% | +41.4% |
| 10Y | -56.8% | +219.2% | -275.9% | -89.1% |
| All | -44.8% | +239.3% | -284.1% | -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