-37.9%
SRTA vs VT
+128.6%
-166.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +6.2% |
| 7D | +41.4% | +0.4% | +41.0% | +41.1% |
| 30D | +33.6% | -2.6% | +36.2% | +37.4% |
| 3M | +4.5% | -3.2% | +7.7% | +8.4% |
| 6M | +8.6% | +0.9% | +7.7% | +8.8% |
| YTD | +25.8% | +11.3% | +14.5% | +15.3% |
| 1Y | +36.6% | +14.0% | +22.6% | +22.9% |
| 3Y | +92.1% | +75.8% | +16.2% | +28.0% |
| 5Y | -44.7% | +57.8% | -102.6% | -62.1% |
| All | -37.9% | +128.6% | -166.6% | -57.5% |
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