-71.7%
SRI vs VT
+345.0%
-416.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.1% | -12.5% | -10.0% |
| 7D | -21.6% | -4.2% | -17.5% | -15.3% |
| 30D | -26.5% | -5.8% | -20.7% | -18.3% |
| 3M | -35.9% | -5.2% | -30.7% | -29.5% |
| 6M | -30.6% | +0.1% | -30.8% | -29.9% |
| YTD | -17.4% | +8.2% | -25.7% | -24.9% |
| 1Y | -30.5% | +10.1% | -40.6% | -38.4% |
| 3Y | -71.7% | +69.7% | -141.3% | -86.4% |
| 5Y | -78.4% | +53.4% | -131.8% | -88.0% |
| 10Y | -67.5% | +219.2% | -286.7% | -94.6% |
| All | -71.7% | +345.0% | -416.7% | -97.1% |
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 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