+122.5%
VT vs SITM
+3,107.0%
-2,984.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +17.4% | -17.2% | -1.9% |
| 7D | -2.3% | -6.7% | +4.4% | -1.8% |
| 30D | -5.0% | -37.3% | +32.4% | +0.1% |
| 3M | -4.9% | -39.4% | +34.5% | +0.1% |
| 6M | -1.5% | -33.1% | +31.6% | +0.4% |
| YTD | +8.5% | +18.0% | -9.6% | +1.5% |
| 1Y | +11.4% | +22.7% | -11.3% | +3.3% |
| 3Y | +70.1% | +283.8% | -213.7% | +26.2% |
| 5Y | +53.7% | +45.0% | +8.7% | +20.2% |
| All | +122.5% | +3,107.0% | -2,984.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling