+243.7%
SRRK vs VT
+147.4%
+96.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +7.4% |
| 7D | +20.1% | +0.4% | +19.8% | +19.8% |
| 30D | +22.2% | -2.6% | +24.8% | +25.4% |
| 3M | -2.6% | -3.2% | +0.6% | +0.6% |
| 6M | +6.5% | +0.9% | +5.6% | +5.5% |
| YTD | +17.0% | +11.3% | +5.7% | +5.8% |
| 1Y | +78.1% | +14.0% | +64.1% | +57.6% |
| 3Y | +405.1% | +75.8% | +329.3% | +205.2% |
| 5Y | +75.3% | +57.8% | +17.4% | +16.0% |
| All | +243.7% | +147.4% | +96.3% | +45.4% |
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