+268.9%
SRRK vs VT
+156.4%
+112.5%
-93.1%
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 | -4.3% | +0.4% | -4.7% | -4.7% |
| 30D | +15.6% | +1.0% | +14.6% | +14.5% |
| 3M | +22.1% | +2.4% | +19.7% | +19.1% |
| 6M | +16.7% | +12.0% | +4.7% | +4.6% |
| YTD | +25.6% | +15.3% | +10.3% | +9.7% |
| 1Y | +70.6% | +22.6% | +48.0% | +40.6% |
| 3Y | +779.7% | +74.7% | +705.0% | +433.3% |
| 5Y | +52.0% | +66.1% | -14.2% | -3.8% |
| All | +268.9% | +156.4% | +112.5% | +50.7% |
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