-53.8%
SRL vs VT
+215.5%
-269.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.2% | -2.3% | +2.6% | +1.5% |
| 30D | -18.7% | -5.0% | -13.7% | -16.5% |
| 3M | -28.7% | -4.9% | -23.8% | -26.8% |
| 6M | -39.3% | -1.5% | -37.7% | -38.8% |
| YTD | -52.6% | +8.5% | -61.1% | -54.6% |
| 1Y | -34.4% | +11.4% | -45.7% | -37.9% |
| 3Y | -3.6% | +70.1% | -73.7% | -27.3% |
| 5Y | -57.9% | +53.7% | -111.6% | -66.6% |
| All | -53.8% | +215.5% | -269.3% | -77.5% |
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 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