-96.5%
SURG vs VT
+65.7%
-162.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.5% |
| 7D | +5.2% | -0.1% | +5.4% | +5.3% |
| 30D | -42.8% | -0.7% | -42.2% | -42.4% |
| 3M | -65.5% | +4.0% | -69.5% | -67.0% |
| 6M | -78.3% | +12.3% | -90.6% | -80.7% |
| YTD | -89.7% | +14.0% | -103.7% | -91.0% |
| 1Y | -93.8% | +20.3% | -114.1% | -94.8% |
| 3Y | -96.4% | +75.4% | -171.8% | -97.8% |
| 5Y | -96.5% | +66.0% | -162.5% | -98.0% |
| All | -96.5% | +65.7% | -162.2% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling