-49.5%
SMR vs VT
+67.4%
-116.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.2% | +16.0% | +15.8% |
| 7D | -9.6% | -2.3% | -7.3% | -4.4% |
| 30D | -33.8% | -5.0% | -28.8% | -25.5% |
| 3M | -46.4% | -4.9% | -41.5% | -39.5% |
| 6M | -62.4% | -1.5% | -60.9% | -59.3% |
| YTD | -64.1% | +8.5% | -72.6% | -66.6% |
| 1Y | -84.3% | +11.4% | -95.7% | -86.0% |
| 3Y | +55.8% | +70.1% | -14.2% | -9.3% |
| All | -49.5% | +67.4% | -116.9% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling