-81.3%
SRS vs VT
+222.7%
-304.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +2.5% | +0.4% | +2.0% | +3.3% |
| 30D | +6.4% | +1.0% | +5.4% | +8.2% |
| 3M | +1.2% | +2.4% | -1.1% | +4.5% |
| 6M | -2.3% | +12.0% | -14.3% | +19.1% |
| YTD | -16.3% | +15.3% | -31.7% | +7.5% |
| 1Y | -11.6% | +22.6% | -34.2% | +27.0% |
| 3Y | -34.8% | +74.7% | -109.5% | +94.5% |
| 5Y | -13.2% | +66.1% | -79.3% | +180.4% |
| All | -81.3% | +222.7% | -304.0% | +210.8% |
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 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