+195.9%
SVM vs VT
+66.2%
+129.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.8% |
| 30D | +15.3% | +1.0% | +14.4% | +14.0% |
| 3M | +1.2% | +2.4% | -1.2% | -0.8% |
| 6M | -1.6% | +12.0% | -13.6% | -13.4% |
| YTD | +49.8% | +15.3% | +34.5% | +28.1% |
| 1Y | +152.9% | +22.6% | +130.3% | +102.3% |
| 3Y | +392.0% | +74.7% | +317.4% | +160.4% |
| All | +195.9% | +66.2% | +129.7% | +50.9% |
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