-52.1%
SMR vs VT
+71.8%
-123.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -6.6% |
| 7D | +10.3% | +2.9% | +7.4% | +4.3% |
| 30D | -25.7% | -2.5% | -23.2% | -20.7% |
| 3M | -49.7% | -3.3% | -46.4% | -45.1% |
| 6M | -59.8% | +1.5% | -61.4% | -59.1% |
| YTD | -66.0% | +11.4% | -77.3% | -69.9% |
| 1Y | -81.4% | +11.9% | -93.3% | -83.5% |
| 3Y | +130.6% | +73.9% | +56.7% | +27.5% |
| All | -52.1% | +71.8% | -123.9% | -75.1% |
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