+313.8%
SVM vs VT
+192.9%
+120.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.7% |
| 30D | +15.3% | +1.0% | +14.4% | +14.3% |
| 3M | +1.2% | +2.4% | -1.2% | -0.3% |
| 6M | -1.6% | +12.0% | -13.6% | -10.9% |
| YTD | +49.8% | +15.3% | +34.5% | +32.5% |
| 1Y | +152.9% | +22.6% | +130.3% | +111.7% |
| 3Y | +392.0% | +74.7% | +317.4% | +194.7% |
| 5Y | +183.5% | +66.1% | +117.4% | +76.9% |
| All | +313.8% | +192.9% | +120.9% | +69.6% |
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