+69.7%
VT vs SN
+384.9%
-315.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -4.2% | +3.8% | -8.0% | -4.8% |
| 30D | -5.8% | +17.5% | -23.3% | -8.5% |
| 3M | -5.2% | +19.2% | -24.5% | -8.3% |
| 6M | +0.1% | +84.9% | -84.8% | -10.9% |
| YTD | +8.2% | +94.0% | -85.8% | -5.0% |
| 1Y | +10.1% | +151.3% | -141.2% | -7.8% |
| All | +69.7% | +384.9% | -315.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling