+65.0%
VTV vs SN
+490.7%
-425.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.5% | -9.3% | +9.9% | +1.6% |
| 30D | +1.1% | -4.8% | +5.9% | +1.6% |
| 3M | +5.9% | +40.4% | -34.5% | +1.4% |
| 6M | +11.6% | +50.9% | -39.3% | +5.7% |
| YTD | +19.8% | +54.9% | -35.1% | +12.9% |
| 1Y | +26.2% | +43.0% | -16.8% | +19.8% |
| 3Y | +68.5% | +391.8% | -323.4% | +44.9% |
| All | +65.0% | +490.7% | -425.6% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling