+156.6%
SVAL vs VT
+124.0%
+32.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | +2.8% | -1.4% | +4.3% | +4.3% |
| 3M | -0.1% | -1.4% | +1.3% | +1.2% |
| 6M | +12.9% | +5.5% | +7.4% | +6.2% |
| YTD | +28.3% | +12.8% | +15.5% | +12.1% |
| 1Y | +35.2% | +15.4% | +19.7% | +15.3% |
| 3Y | +71.2% | +76.9% | -5.7% | -6.6% |
| 5Y | +49.6% | +60.4% | -10.9% | -7.3% |
| All | +156.6% | +124.0% | +32.6% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling