-43.2%
SVRN vs VT
+11.9%
-55.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.2% |
| 7D | +1.9% | +2.4% | -0.5% | -0.4% |
| 30D | -60.2% | -1.5% | -58.7% | -58.8% |
| 3M | +117.2% | -4.1% | +121.3% | +124.1% |
| 6M | +110.6% | +0.6% | +110.0% | +123.3% |
| YTD | -32.7% | +11.0% | -43.8% | -22.5% |
| 1Y | -43.2% | +13.3% | -56.6% | -35.1% |
| All | -43.2% | +11.9% | -55.2% | -35.1% |
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