-28.2%
SMRF vs VT
+8.8%
-37.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -6.6% |
| 7D | -10.1% | -0.3% | -9.8% | -9.5% |
| 30D | -19.5% | -1.4% | -18.1% | -16.6% |
| 3M | -25.4% | -1.4% | -24.0% | -22.6% |
| 6M | -32.6% | +5.5% | -38.0% | -37.9% |
| All | -28.2% | +8.8% | -37.0% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling