-61.5%
SRTS vs VT
+221.8%
-283.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.8% | -0.3% | -27.5% | -27.5% |
| 7D | -18.7% | +2.4% | -21.1% | -20.1% |
| 30D | -18.7% | -1.5% | -17.2% | -17.3% |
| 3M | -26.4% | -4.1% | -22.3% | -23.5% |
| 6M | -32.6% | +0.6% | -33.2% | -32.9% |
| YTD | -41.6% | +11.0% | -52.6% | -46.7% |
| 1Y | -47.9% | +13.3% | -61.2% | -53.2% |
| 3Y | +24.3% | +73.4% | -49.1% | -22.4% |
| 5Y | -53.4% | +57.4% | -110.8% | -68.6% |
| All | -61.5% | +221.8% | -283.3% | -80.5% |
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