-86.7%
SMRT vs VT
+59.2%
-146.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.6% |
| 7D | +17.8% | -2.3% | +20.1% | +22.5% |
| 30D | +35.9% | -5.0% | +40.9% | +48.2% |
| 3M | +16.1% | -4.9% | +20.9% | +26.6% |
| 6M | +35.9% | -1.5% | +37.4% | +39.5% |
| YTD | -21.3% | +8.5% | -29.8% | -32.0% |
| 1Y | +7.4% | +11.4% | -3.9% | -11.4% |
| 3Y | -38.6% | +70.1% | -108.7% | -74.9% |
| 5Y | -88.2% | +53.7% | -142.0% | -94.0% |
| All | -86.7% | +59.2% | -146.0% | -93.4% |
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 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