+34.0%
SMR vs VT
+69.4%
-35.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -4.1% | -10.7% | -1.4% |
| 7D | -26.2% | -4.2% | -22.0% | -14.6% |
| 30D | -45.5% | -5.8% | -39.7% | -32.9% |
| 3M | -53.4% | -5.2% | -48.2% | -43.5% |
| 6M | -63.2% | +0.1% | -63.3% | -61.1% |
| YTD | -69.2% | +8.2% | -77.4% | -73.6% |
| 1Y | -88.5% | +10.1% | -98.6% | -90.5% |
| All | +34.0% | +69.4% | -35.3% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling