+219.2%
VT vs SU
+218.9%
+0.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -0.1% | -10.2% | +10.1% | +2.3% |
| 30D | -3.1% | -6.2% | +3.1% | -1.8% |
| 3M | -3.5% | +8.7% | -12.2% | -5.7% |
| 6M | +0.5% | +7.2% | -6.8% | -2.0% |
| YTD | +10.8% | +55.9% | -45.1% | -1.8% |
| 1Y | +11.9% | +60.4% | -48.5% | -1.6% |
| 3Y | +73.0% | +125.2% | -52.2% | +37.9% |
| 5Y | +58.6% | +216.7% | -158.1% | +12.8% |
| 10Y | +219.2% | +223.9% | -4.7% | +118.7% |
| All | +219.2% | +218.9% | +0.2% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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