+146.2%
SMDV vs VT
+240.6%
-94.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +0.4% | -0.5% | -0.4% |
| 30D | -3.1% | +1.0% | -4.1% | -3.9% |
| 3M | +6.3% | +2.4% | +3.9% | +3.8% |
| 6M | +7.5% | +12.0% | -4.5% | -2.9% |
| YTD | +17.3% | +15.3% | +1.9% | +3.1% |
| 1Y | +14.4% | +22.6% | -8.2% | -4.7% |
| 3Y | +36.3% | +74.7% | -38.4% | -16.4% |
| 5Y | +36.6% | +66.1% | -29.5% | -13.1% |
| 10Y | +101.4% | +225.0% | -123.6% | -24.1% |
| All | +146.2% | +240.6% | -94.4% | -8.9% |
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