+349.1%
VT vs SCCO
+892.3%
-543.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.3% | -4.8% | +2.5% | -0.7% |
| 30D | -5.0% | -15.8% | +10.8% | +0.4% |
| 3M | -4.9% | -10.9% | +6.1% | -2.0% |
| 6M | -1.5% | -5.1% | +3.6% | -1.9% |
| YTD | +8.5% | +23.2% | -14.7% | -3.5% |
| 1Y | +11.4% | +30.7% | -19.3% | -3.1% |
| 3Y | +70.1% | +164.1% | -94.0% | +9.6% |
| 5Y | +53.7% | +271.3% | -217.6% | -16.0% |
| 10Y | +220.0% | +860.5% | -640.6% | +11.2% |
| All | +349.1% | +892.3% | -543.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling