-45.9%
SMR vs VT
+71.7%
-117.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +1.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -24.4% | -2.6% | -21.8% | -19.2% |
| 3M | -44.6% | -3.2% | -41.4% | -39.7% |
| 6M | -56.7% | +0.9% | -57.6% | -55.4% |
| YTD | -61.6% | +11.3% | -72.9% | -66.0% |
| 1Y | -82.1% | +14.0% | -96.1% | -84.7% |
| 3Y | +161.5% | +75.8% | +85.7% | +43.2% |
| All | -45.9% | +71.7% | -117.6% | -71.9% |
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 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