-53.5%
SRTS vs VT
+215.5%
-269.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.3% |
| 7D | +3.6% | -2.3% | +5.9% | +6.0% |
| 30D | -2.7% | -5.0% | +2.2% | +1.7% |
| 3M | -4.0% | -4.9% | +0.9% | +0.2% |
| 6M | -30.1% | -1.5% | -28.5% | -29.6% |
| YTD | -28.1% | +8.5% | -36.6% | -33.3% |
| 1Y | -18.8% | +11.4% | -30.1% | -26.2% |
| 3Y | +27.7% | +70.1% | -42.4% | -19.3% |
| 5Y | -30.8% | +53.7% | -84.5% | -52.5% |
| All | -53.5% | +215.5% | -269.1% | -77.4% |
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