+13.0%
VT vs SOLS
+23.7%
-10.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.7% |
| 7D | -0.1% | +5.3% | -5.5% | -0.8% |
| 30D | -3.1% | +6.0% | -9.0% | -3.8% |
| 3M | -3.5% | +7.9% | -11.4% | -4.5% |
| 6M | +0.5% | -16.7% | +17.2% | +1.4% |
| YTD | +10.8% | +34.3% | -23.5% | +8.5% |
| 1Y | +11.9% | +38.2% | -26.3% | +9.3% |
| All | +13.0% | +23.7% | -10.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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