-100.0%
SVRN vs VT
+63.3%
-163.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.4% |
| 7D | +16.7% | +2.9% | +13.8% | +15.7% |
| 30D | -60.6% | -2.5% | -58.0% | -60.0% |
| 3M | +140.2% | -3.3% | +143.6% | +144.1% |
| 6M | +105.5% | +1.5% | +104.0% | +107.9% |
| YTD | -29.5% | +11.4% | -40.8% | -29.4% |
| 1Y | -46.7% | +11.9% | -58.7% | -46.7% |
| 3Y | -98.7% | +73.9% | -172.5% | -98.8% |
| All | -100.0% | +63.3% | -163.3% | -100.0% |
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