+377.4%
VT vs SCCO
+1,067.4%
-690.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | -5.3% | +5.7% | +2.3% |
| 30D | +1.0% | +2.7% | -1.7% | -0.3% |
| 3M | +2.4% | +4.2% | -1.8% | -0.3% |
| 6M | +12.0% | -0.6% | +12.6% | +9.7% |
| YTD | +15.3% | +45.0% | -29.6% | -2.3% |
| 1Y | +22.6% | +109.3% | -86.7% | -9.6% |
| 3Y | +74.7% | +180.8% | -106.1% | +11.0% |
| 5Y | +66.1% | +314.3% | -248.1% | -12.2% |
| 10Y | +225.0% | +1,083.3% | -858.3% | +5.4% |
| All | +377.4% | +1,067.4% | -690.0% | +2.6% |
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