-91.6%
SRL vs VT
+374.2%
-465.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | -1.6% | +1.0% | -2.5% | -2.3% |
| 3M | -7.0% | +2.4% | -9.4% | -8.9% |
| 6M | -35.5% | +12.0% | -47.5% | -41.3% |
| YTD | -33.3% | +15.3% | -48.7% | -40.9% |
| 1Y | +3.6% | +22.6% | -18.9% | -12.5% |
| 3Y | -4.0% | +74.7% | -78.6% | -40.4% |
| 5Y | -41.9% | +66.1% | -108.0% | -63.2% |
| 10Y | -42.3% | +225.0% | -267.3% | -81.3% |
| All | -91.6% | +374.2% | -465.8% | -98.2% |
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 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