+73.9%
VT vs SCCO
+175.8%
-101.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | -2.5% | -18.1% | +15.6% | +1.4% |
| 3M | -3.3% | -12.8% | +9.5% | -1.1% |
| 6M | +1.5% | -8.5% | +10.0% | +2.2% |
| YTD | +11.4% | +23.9% | -12.6% | +3.4% |
| 1Y | +11.9% | +30.0% | -18.1% | +2.7% |
| All | +73.9% | +175.8% | -101.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling