+136.5%
VT vs SITM
+4,608.4%
-4,471.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.6% | -0.8% |
| 7D | +0.4% | +9.7% | -9.3% | -0.7% |
| 30D | +1.0% | +12.7% | -11.7% | -1.3% |
| 3M | +2.4% | -13.4% | +15.8% | +2.8% |
| 6M | +12.0% | +59.6% | -47.6% | +2.5% |
| YTD | +15.3% | +73.3% | -58.0% | +3.8% |
| 1Y | +22.6% | +165.5% | -143.0% | +3.0% |
| 3Y | +74.7% | +368.7% | -294.0% | +27.5% |
| 5Y | +66.1% | +172.5% | -106.4% | +20.7% |
| All | +136.5% | +4,608.4% | -4,471.9% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling