-48.2%
SRTS vs VT
+223.7%
-271.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.6% | +8.6% | +8.9% |
| 7D | +15.6% | +0.4% | +15.3% | +15.7% |
| 30D | +7.8% | -2.6% | +10.4% | +10.6% |
| 3M | +3.6% | -3.2% | +6.8% | +6.7% |
| 6M | +3.2% | +0.9% | +2.3% | +2.3% |
| YTD | -20.1% | +11.3% | -31.4% | -27.3% |
| 1Y | -24.3% | +14.0% | -38.3% | -32.5% |
| 3Y | +43.2% | +75.8% | -32.6% | -11.9% |
| 5Y | -31.9% | +57.8% | -89.7% | -54.3% |
| 10Y | -48.2% | +219.8% | -268.0% | -74.3% |
| All | -48.2% | +223.7% | -271.9% | -74.3% |
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