-95.1%
SURG vs VT
+57.5%
-152.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.9% |
| 7D | +3.5% | -0.1% | +3.6% | +3.0% |
| 30D | +11.5% | -3.1% | +14.5% | +14.3% |
| 3M | -47.6% | -3.5% | -44.1% | -45.8% |
| 6M | -71.5% | +0.5% | -71.9% | -71.7% |
| YTD | -90.5% | +10.8% | -101.3% | -91.5% |
| 1Y | -94.1% | +11.9% | -106.0% | -94.8% |
| 3Y | -96.9% | +73.0% | -169.9% | -98.1% |
| 5Y | -95.1% | +58.6% | -153.7% | -97.1% |
| All | -95.1% | +57.5% | -152.6% | -97.1% |
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 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