-97.0%
SRFM vs VT
+70.1%
-167.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -6.7% | +0.4% | -7.1% | -7.7% |
| 30D | -19.0% | +1.0% | -20.0% | -20.7% |
| 3M | -42.2% | +2.4% | -44.6% | -44.7% |
| 6M | -64.9% | +12.0% | -76.9% | -72.4% |
| YTD | -65.5% | +15.3% | -80.8% | -74.5% |
| 1Y | -83.3% | +22.6% | -105.9% | -89.1% |
| 3Y | -94.4% | +74.7% | -169.0% | -97.5% |
| All | -97.0% | +70.1% | -167.1% | -98.7% |
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