-66.1%
SRI vs VT
+215.5%
-281.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.1% |
| 7D | -12.1% | -2.3% | -9.8% | -8.4% |
| 30D | -23.5% | -5.0% | -18.5% | -16.9% |
| 3M | -31.2% | -4.9% | -26.3% | -25.3% |
| 6M | -29.3% | -1.5% | -27.8% | -26.8% |
| YTD | -13.8% | +8.5% | -22.3% | -20.8% |
| 1Y | -13.4% | +11.4% | -24.7% | -23.3% |
| 3Y | -69.6% | +70.1% | -139.6% | -83.5% |
| 5Y | -77.5% | +53.7% | -131.2% | -86.1% |
| All | -66.1% | +215.5% | -281.6% | -91.9% |
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