+53.4%
VT vs SCCO
+264.5%
-211.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.3% | -4.8% | +2.5% | -1.2% |
| 30D | -5.0% | -15.8% | +10.8% | -1.3% |
| 3M | -4.9% | -10.9% | +6.1% | -2.9% |
| 6M | -1.5% | -5.1% | +3.6% | -1.7% |
| YTD | +8.5% | +23.2% | -14.7% | -0.2% |
| 1Y | +11.4% | +30.7% | -19.3% | +0.8% |
| 3Y | +70.1% | +164.1% | -94.0% | +22.6% |
| All | +53.4% | +264.5% | -211.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling