-89.4%
SRG vs VT
+53.4%
-142.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.5% |
| 7D | +4.3% | -2.3% | +6.6% | +7.5% |
| 30D | +3.0% | -5.0% | +8.0% | +9.8% |
| 3M | -29.0% | -4.9% | -24.2% | -24.4% |
| 6M | -36.2% | -1.5% | -34.7% | -35.2% |
| YTD | -47.4% | +8.5% | -55.9% | -53.3% |
| 1Y | -57.5% | +11.4% | -68.8% | -63.5% |
| 3Y | -77.2% | +70.1% | -147.3% | -89.4% |
| All | -89.4% | +53.4% | -142.8% | -94.1% |
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