+4.0%
SMOG vs VT
+363.9%
-359.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +0.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.4% |
| 30D | -0.7% | -1.4% | +0.7% | +1.1% |
| 3M | -3.3% | -1.4% | -1.9% | -1.5% |
| 6M | -12.0% | +5.5% | -17.4% | -17.3% |
| YTD | +3.9% | +12.8% | -8.9% | -10.3% |
| 1Y | +2.7% | +15.4% | -12.7% | -13.8% |
| 3Y | +40.4% | +76.9% | -36.4% | -31.6% |
| 5Y | -18.9% | +60.4% | -79.3% | -54.7% |
| 10Y | +201.9% | +232.8% | -30.9% | -33.6% |
| All | +4.0% | +363.9% | -359.9% | -84.9% |
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