+45.0%
SMB vs VT
+363.9%
-318.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +1.8% | -1.4% | +3.2% | +1.8% |
| 3M | +0.5% | -1.4% | +1.9% | +0.5% |
| 6M | +0.8% | +5.5% | -4.7% | +0.7% |
| YTD | +0.9% | +12.8% | -12.0% | +0.6% |
| 1Y | +2.0% | +15.4% | -13.5% | +1.6% |
| 3Y | +10.4% | +76.9% | -66.4% | +9.0% |
| 5Y | +6.7% | +60.4% | -53.7% | +5.4% |
| 10Y | +16.6% | +232.8% | -216.2% | +13.5% |
| All | +45.0% | +363.9% | -318.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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