-99.7%
SURG vs VT
+140.1%
-239.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.6% | -10.4% | -9.9% |
| 7D | -0.6% | +0.4% | -1.0% | -1.4% |
| 30D | +7.7% | -2.6% | +10.3% | +9.7% |
| 3M | -47.2% | -3.2% | -44.0% | -45.8% |
| 6M | -72.4% | +0.9% | -73.4% | -72.7% |
| YTD | -90.8% | +11.3% | -102.1% | -91.7% |
| 1Y | -93.7% | +14.0% | -107.7% | -94.3% |
| 3Y | -97.1% | +75.8% | -172.9% | -98.1% |
| 5Y | -95.6% | +57.8% | -153.4% | -96.9% |
| All | -99.7% | +140.1% | -239.9% | -99.9% |
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