-79.4%
SRFM vs VT
+11.9%
-91.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.0% |
| 7D | -21.0% | +2.4% | -23.3% | -26.5% |
| 30D | -33.6% | -1.5% | -32.1% | -30.5% |
| 3M | -30.0% | -4.1% | -25.8% | -20.1% |
| 6M | -55.3% | +0.6% | -55.9% | -56.0% |
| YTD | -71.4% | +11.0% | -82.5% | -80.3% |
| 1Y | -79.4% | +13.3% | -92.8% | -86.5% |
| All | -79.4% | +11.9% | -91.3% | -86.5% |
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