-28.9%
SVM vs VT
+5.0%
-33.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +3.4% |
| 7D | +0.3% | -0.3% | +0.7% | +1.5% |
| 30D | -18.1% | -1.4% | -16.7% | -14.0% |
| 3M | -15.4% | -1.4% | -14.0% | -10.9% |
| 6M | -28.9% | +5.5% | -34.4% | -37.5% |
| All | -28.9% | +5.0% | -33.9% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling