-100.0%
SVRN vs VT
+69.1%
-169.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | 0.0% | -13.9% | -13.9% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +49.4% | +1.0% | +48.4% | +49.2% |
| 3M | -21.8% | +2.4% | -24.2% | -22.0% |
| 6M | -16.9% | +12.0% | -28.9% | -17.5% |
| YTD | -58.0% | +15.3% | -73.3% | -58.6% |
| 1Y | -58.0% | +22.6% | -80.6% | -59.0% |
| 3Y | -98.9% | +74.7% | -173.6% | -99.0% |
| All | -100.0% | +69.1% | -169.1% | -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