-93.2%
SVC vs VT
+214.8%
-308.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.1% | -8.3% | -5.9% |
| 7D | -14.2% | -4.2% | -10.0% | -7.7% |
| 30D | -14.6% | -5.8% | -8.8% | -5.4% |
| 3M | -29.6% | -5.2% | -24.4% | -22.9% |
| 6M | -27.6% | +0.1% | -27.7% | -27.8% |
| YTD | -38.7% | +8.2% | -46.9% | -47.0% |
| 1Y | -48.2% | +10.1% | -58.4% | -56.7% |
| 3Y | -83.7% | +69.7% | -153.4% | -93.2% |
| 5Y | -88.0% | +53.4% | -141.4% | -93.8% |
| All | -93.2% | +214.8% | -308.0% | -98.3% |
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