-100.0%
SVRN vs VT
+59.1%
-159.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.0% | +9.2% |
| 7D | -51.6% | -2.3% | -49.3% | -50.9% |
| 30D | -68.2% | -5.0% | -63.2% | -67.5% |
| 3M | +131.9% | -4.9% | +136.7% | +137.2% |
| 6M | +66.6% | -1.5% | +68.1% | +70.0% |
| YTD | -34.0% | +8.5% | -42.5% | -33.3% |
| 1Y | -43.9% | +11.4% | -55.2% | -43.6% |
| 3Y | -98.8% | +70.1% | -168.9% | -98.9% |
| All | -100.0% | +59.1% | -159.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling