+212.9%
SRRK vs VT
+141.1%
+71.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +2.9% |
| 7D | +6.9% | -2.3% | +9.2% | +9.2% |
| 30D | +11.2% | -5.0% | +16.2% | +16.6% |
| 3M | -10.8% | -4.9% | -6.0% | -6.6% |
| 6M | -0.4% | -1.5% | +1.2% | +0.9% |
| YTD | +6.6% | +8.5% | -1.9% | -1.5% |
| 1Y | +63.0% | +11.4% | +51.6% | +47.2% |
| 3Y | +285.7% | +70.1% | +215.6% | +140.2% |
| 5Y | +65.3% | +53.7% | +11.6% | +11.9% |
| All | +212.9% | +141.1% | +71.8% | +35.4% |
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 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