+40.8%
SVAL vs VT
+53.2%
-12.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | 0.0% |
| 7D | -4.3% | -4.2% | -0.1% | -0.2% |
| 30D | -0.9% | -5.8% | +4.9% | +5.0% |
| 3M | -3.6% | -5.2% | +1.7% | +1.5% |
| 6M | +6.5% | +0.1% | +6.4% | +5.7% |
| YTD | +23.2% | +8.2% | +15.0% | +12.8% |
| 1Y | +28.5% | +10.1% | +18.4% | +15.5% |
| 3Y | +64.5% | +69.7% | -5.2% | -3.7% |
| 5Y | +40.8% | +53.4% | -12.6% | -7.9% |
| All | +40.8% | +53.2% | -12.4% | -7.9% |
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 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