-76.8%
SRFM vs VT
+13.3%
-90.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -8.2% |
| 7D | -4.9% | -0.7% | -4.2% | -3.4% |
| 30D | -20.8% | -1.7% | -19.1% | -16.4% |
| 3M | -12.0% | -2.3% | -9.7% | -5.8% |
| 6M | -47.9% | +1.5% | -49.4% | -50.3% |
| YTD | -63.7% | +12.0% | -75.8% | -75.7% |
| 1Y | -76.8% | +12.9% | -89.7% | -84.8% |
| All | -76.8% | +13.3% | -90.1% | -84.8% |
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