+127.2%
VT vs SITM
+3,318.8%
-3,191.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.5% |
| 30D | -3.1% | -27.4% | +24.4% | +0.2% |
| 3M | -3.5% | -35.6% | +32.1% | +0.7% |
| 6M | +0.5% | -46.6% | +47.1% | +6.0% |
| YTD | +10.8% | +25.8% | -15.1% | +2.8% |
| 1Y | +11.9% | +38.2% | -26.4% | +2.2% |
| 3Y | +73.0% | +311.5% | -238.6% | +27.2% |
| 5Y | +58.6% | +94.6% | -36.0% | +19.7% |
| All | +127.2% | +3,318.8% | -3,191.7% | +11.7% |
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