-85.8%
SRS vs VT
+224.4%
-310.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +2.1% |
| 7D | +2.4% | -0.7% | +3.1% | +1.4% |
| 30D | -11.6% | -1.7% | -9.8% | -13.9% |
| 3M | -2.9% | -2.3% | -0.6% | -6.1% |
| 6M | -1.7% | +1.5% | -3.2% | +0.8% |
| YTD | -19.6% | +12.0% | -31.6% | -1.1% |
| 1Y | -14.9% | +12.9% | -27.8% | +6.1% |
| 3Y | -44.9% | +74.9% | -119.8% | +64.1% |
| 5Y | -17.2% | +59.9% | -77.2% | +150.8% |
| 10Y | -85.8% | +224.6% | -310.4% | +112.6% |
| All | -85.8% | +224.4% | -310.2% | +112.6% |
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