+60.2%
VT vs SN
+659.6%
-599.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.2% |
| 7D | -2.3% | +7.2% | -9.5% | -3.3% |
| 30D | -5.0% | +20.4% | -25.3% | -7.5% |
| 3M | -4.9% | +23.9% | -28.8% | -8.0% |
| 6M | -1.5% | +93.0% | -94.6% | -11.2% |
| YTD | +8.5% | +99.2% | -90.8% | -3.0% |
| 1Y | +11.4% | +142.6% | -131.2% | -3.3% |
| 3Y | +70.1% | +398.8% | -328.7% | +37.1% |
| All | +60.2% | +659.6% | -599.4% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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