+0.4%
SMOG vs VT
+345.0%
-344.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +1.7% |
| 7D | -0.1% | -4.2% | +4.0% | +5.3% |
| 30D | -5.3% | -5.8% | +0.5% | +2.0% |
| 3M | -6.2% | -5.2% | -0.9% | +0.5% |
| 6M | -16.3% | +0.1% | -16.4% | -16.1% |
| YTD | +0.3% | +8.2% | -7.9% | -8.8% |
| 1Y | -3.9% | +10.1% | -14.0% | -14.4% |
| 3Y | +35.6% | +69.7% | -34.1% | -30.4% |
| 5Y | -21.1% | +53.4% | -74.4% | -53.4% |
| 10Y | +191.3% | +219.2% | -27.9% | -32.5% |
| All | +0.4% | +345.0% | -344.6% | -84.7% |
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