-48.5%
SRAD vs VT
+67.7%
-116.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.3% | +0.4% | -0.8% | -0.9% |
| 30D | +2.0% | +1.0% | +1.0% | +0.8% |
| 3M | -9.3% | +2.4% | -11.7% | -12.7% |
| 6M | -32.9% | +12.0% | -44.9% | -43.6% |
| YTD | -45.7% | +15.3% | -61.1% | -56.2% |
| 1Y | -58.3% | +22.6% | -80.8% | -69.3% |
| 3Y | +12.1% | +74.7% | -62.6% | -53.5% |
| All | -48.5% | +67.7% | -116.2% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling