-46.1%
SVRA vs VT
+185.4%
-231.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.8% |
| 7D | +7.8% | +2.9% | +4.9% | +5.0% |
| 30D | -1.3% | -2.5% | +1.3% | +1.5% |
| 3M | -17.2% | -3.3% | -13.9% | -14.3% |
| 6M | -7.1% | +1.5% | -8.6% | -8.1% |
| YTD | -21.7% | +11.4% | -33.1% | -28.8% |
| 1Y | +14.6% | +11.9% | +2.7% | +3.9% |
| 3Y | +36.0% | +73.9% | -37.9% | -16.2% |
| 5Y | +317.7% | +57.9% | +259.8% | +179.3% |
| All | -46.1% | +185.4% | -231.5% | -80.6% |
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