-86.9%
SRG vs VT
+66.2%
-153.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.4% | +0.4% | -1.9% | -1.9% |
| 30D | -15.8% | +1.0% | -16.8% | -16.8% |
| 3M | -25.4% | +2.4% | -27.8% | -28.1% |
| 6M | -29.3% | +12.0% | -41.3% | -39.4% |
| YTD | -36.0% | +15.3% | -51.3% | -47.5% |
| 1Y | -43.3% | +22.6% | -65.9% | -57.0% |
| 3Y | -72.5% | +74.7% | -147.2% | -87.5% |
| All | -86.9% | +66.2% | -153.0% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling