-43.0%
SVRN vs VT
+13.3%
-56.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +1.1% | +8.9% | +8.6% |
| 7D | -8.3% | -0.7% | -7.6% | -6.2% |
| 30D | -66.4% | -1.7% | -64.6% | -65.3% |
| 3M | +152.5% | -2.3% | +154.8% | +159.2% |
| 6M | +106.5% | +1.5% | +104.9% | +116.7% |
| YTD | -24.5% | +12.0% | -36.5% | -16.9% |
| 1Y | -43.0% | +12.9% | -55.8% | -37.9% |
| All | -43.0% | +13.3% | -56.2% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling