-99.9%
SRS vs VT
+346.0%
-445.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.8% |
| 7D | -4.0% | -2.3% | -1.7% | -8.2% |
| 30D | -15.0% | -5.0% | -10.0% | -23.2% |
| 3M | +3.0% | -4.9% | +7.9% | -6.4% |
| 6M | +1.7% | -1.5% | +3.3% | -1.9% |
| YTD | -17.6% | +8.5% | -26.0% | -2.2% |
| 1Y | -16.9% | +11.4% | -28.2% | +4.2% |
| 3Y | -42.7% | +70.1% | -112.8% | +87.3% |
| 5Y | -14.9% | +53.7% | -68.6% | +170.1% |
| 10Y | -85.2% | +220.0% | -305.2% | +258.2% |
| All | -99.9% | +346.0% | -445.9% | -66.7% |
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