-15.2%
SUPV vs VT
+253.2%
-268.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.8% | +0.4% | +5.3% | +5.0% |
| 30D | -2.1% | +1.0% | -3.1% | -3.7% |
| 3M | -8.3% | +2.4% | -10.7% | -11.4% |
| 6M | -0.3% | +12.0% | -12.3% | -15.3% |
| YTD | -25.6% | +15.3% | -41.0% | -39.1% |
| 1Y | +11.8% | +22.6% | -10.8% | -15.5% |
| 3Y | +212.5% | +74.7% | +137.9% | +46.7% |
| 5Y | +271.3% | +66.1% | +205.2% | +88.7% |
| 10Y | -30.4% | +225.0% | -255.4% | -83.2% |
| All | -15.2% | +253.2% | -268.4% | -81.3% |
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