+339.4%
SMH vs VRT
+994.5%
-655.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.2% |
| 7D | +5.2% | +13.6% | -8.4% | +0.3% |
| 30D | -1.5% | +6.8% | -8.3% | -4.0% |
| 3M | -4.1% | -3.2% | -0.9% | -3.8% |
| 6M | +50.8% | +20.3% | +30.4% | +39.1% |
| YTD | +59.3% | +79.6% | -20.3% | +25.8% |
| 1Y | +94.1% | +139.0% | -44.9% | +37.3% |
| 3Y | +286.7% | +644.6% | -357.9% | +76.7% |
| 5Y | +339.4% | +1,024.4% | -684.9% | +54.5% |
| All | +339.4% | +994.5% | -655.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 5y: compounded portfolio wealth divided by compounded VRT 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…
5y analysis · Full analysis span regression · 6 months rolling