-66.6%
SRI vs VT
+217.6%
-284.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.5% |
| 7D | -11.4% | -0.1% | -11.3% | -10.3% |
| 30D | -19.2% | -3.1% | -16.2% | -14.6% |
| 3M | -27.8% | -3.5% | -24.3% | -23.2% |
| 6M | -32.9% | +0.5% | -33.3% | -32.3% |
| YTD | -11.4% | +10.8% | -22.2% | -20.8% |
| 1Y | -14.4% | +11.9% | -26.3% | -24.5% |
| 3Y | -67.9% | +73.0% | -140.9% | -83.0% |
| 5Y | -76.4% | +58.6% | -135.0% | -86.0% |
| 10Y | -66.6% | +219.2% | -285.8% | -92.4% |
| All | -66.6% | +217.6% | -284.3% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling