+57.6%
SRRK vs VT
+66.2%
-8.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.4% |
| 7D | +2.7% | +1.0% | +1.7% | +1.5% |
| 30D | +8.5% | -0.2% | +8.7% | +8.7% |
| 3M | +31.1% | +4.5% | +26.6% | +23.7% |
| 6M | +26.8% | +14.1% | +12.7% | +7.2% |
| YTD | +30.4% | +14.8% | +15.6% | +9.4% |
| 1Y | +81.8% | +21.2% | +60.6% | +42.5% |
| 3Y | +833.7% | +76.6% | +757.1% | +355.3% |
| 5Y | +57.6% | +66.6% | -9.0% | -13.8% |
| All | +57.6% | +66.2% | -8.6% | -13.8% |
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