-58.1%
SRL vs VT
+53.2%
-111.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | 0.0% | -2.2% |
| 7D | -9.6% | -4.2% | -5.5% | -7.7% |
| 30D | -20.7% | -5.8% | -14.9% | -18.4% |
| 3M | -30.4% | -5.2% | -25.2% | -28.6% |
| 6M | -41.8% | +0.1% | -42.0% | -41.8% |
| YTD | -52.9% | +8.2% | -61.1% | -54.5% |
| 1Y | -33.8% | +10.1% | -43.9% | -36.6% |
| 3Y | -7.1% | +69.7% | -76.8% | -26.6% |
| 5Y | -58.1% | +53.4% | -111.5% | -64.5% |
| All | -58.1% | +53.2% | -111.3% | -64.5% |
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 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