-10.8%
SRS vs VT
+21.4%
-32.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | 0.0% |
| 7D | +0.9% | +1.0% | -0.1% | +1.5% |
| 30D | +5.4% | -0.2% | +5.7% | +5.3% |
| 3M | -0.3% | +4.5% | -4.8% | +2.3% |
| 6M | -6.0% | +14.1% | -20.0% | +5.9% |
| YTD | -16.1% | +14.8% | -30.8% | -4.4% |
| 1Y | -10.8% | +21.2% | -32.0% | +9.8% |
| All | -10.8% | +21.4% | -32.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling