-58.0%
SRL vs VT
+57.4%
-115.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -20.0% | -2.6% | -17.4% | -19.0% |
| 3M | -28.7% | -3.2% | -25.4% | -27.5% |
| 6M | -35.6% | +0.9% | -36.6% | -35.9% |
| YTD | -52.3% | +11.3% | -63.6% | -54.6% |
| 1Y | -30.8% | +14.0% | -44.8% | -34.8% |
| 3Y | -1.3% | +75.8% | -77.2% | -23.3% |
| 5Y | -58.0% | +57.8% | -115.8% | -65.2% |
| All | -58.0% | +57.4% | -115.3% | -65.2% |
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