+228.7%
VTV vs SBAC
+87.1%
+141.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.6% |
| 30D | -1.0% | +2.0% | -3.0% | -1.6% |
| 3M | +4.6% | -8.3% | +12.9% | +6.6% |
| 6M | +13.5% | +0.3% | +13.2% | +12.0% |
| YTD | +18.5% | -2.2% | +20.7% | +17.4% |
| 1Y | +22.9% | -4.6% | +27.5% | +22.5% |
| 3Y | +67.8% | -8.3% | +76.1% | +65.4% |
| 5Y | +81.8% | -42.8% | +124.7% | +104.6% |
| All | +228.7% | +87.1% | +141.6% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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