+222.3%
VT vs SU
+250.9%
-28.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | -0.2% | +13.7% | -13.9% | -3.2% |
| 3M | +4.5% | +8.0% | -3.5% | +2.3% |
| 6M | +14.1% | +21.0% | -6.9% | +8.0% |
| YTD | +14.8% | +56.2% | -41.5% | +2.0% |
| 1Y | +21.2% | +72.2% | -51.0% | +5.0% |
| 3Y | +76.6% | +118.1% | -41.5% | +42.1% |
| 5Y | +66.6% | +350.3% | -283.7% | +8.0% |
| 10Y | +222.3% | +248.5% | -26.2% | +112.6% |
| All | +222.3% | +250.9% | -28.6% | +112.6% |
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