-97.4%
SRFM vs VT
+64.3%
-161.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -15.8% |
| 7D | -15.7% | +2.9% | -18.5% | -21.7% |
| 30D | -34.6% | -2.5% | -32.1% | -30.1% |
| 3M | -26.7% | -3.3% | -23.4% | -20.1% |
| 6M | -53.4% | +1.5% | -55.0% | -54.5% |
| YTD | -70.0% | +11.4% | -81.4% | -75.8% |
| 1Y | -80.2% | +11.9% | -92.1% | -84.1% |
| 3Y | -94.0% | +73.9% | -167.9% | -96.9% |
| All | -97.4% | +64.3% | -161.6% | -98.8% |
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 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