+176.5%
SVM vs VT
+174.8%
+1.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +1.1% |
| 7D | +0.5% | -4.2% | +4.7% | +5.5% |
| 30D | -20.6% | -5.8% | -14.8% | -14.9% |
| 3M | -22.9% | -5.2% | -17.7% | -17.6% |
| 6M | -30.7% | +0.1% | -30.8% | -29.1% |
| YTD | +0.1% | +8.2% | -8.1% | -4.5% |
| 1Y | +36.2% | +10.1% | +26.1% | +28.1% |
| 3Y | +265.7% | +69.7% | +196.0% | +128.9% |
| 5Y | +95.5% | +53.4% | +42.1% | +33.5% |
| All | +176.5% | +174.8% | +1.7% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling