+677.4%
SMID vs VT
+215.5%
+461.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | +16.0% | -2.3% | +18.3% | +17.6% |
| 30D | +15.6% | -5.0% | +20.6% | +19.3% |
| 3M | -7.0% | -4.9% | -2.2% | -4.2% |
| 6M | -24.5% | -1.5% | -23.0% | -24.1% |
| YTD | -28.2% | +8.5% | -36.6% | -32.0% |
| 1Y | -29.8% | +11.4% | -41.2% | -34.7% |
| 3Y | +27.4% | +70.1% | -42.7% | -3.7% |
| 5Y | +33.9% | +53.7% | -19.8% | +4.8% |
| All | +677.4% | +215.5% | +461.8% | +280.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling