-50.1%
SRTS vs VT
+213.1%
-263.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.1% | -6.7% |
| 7D | +5.4% | -4.2% | +9.6% | +9.5% |
| 30D | -1.7% | -5.8% | +4.1% | +3.5% |
| 3M | -0.7% | -5.2% | +4.6% | +4.0% |
| 6M | -25.7% | +0.1% | -25.8% | -26.2% |
| YTD | -26.6% | +8.2% | -34.9% | -31.7% |
| 1Y | -20.9% | +10.1% | -31.0% | -27.3% |
| 3Y | +32.7% | +69.7% | -36.9% | -15.4% |
| 5Y | -29.3% | +53.4% | -82.7% | -51.2% |
| 10Y | -53.7% | +219.2% | -272.9% | -76.7% |
| All | -50.1% | +213.1% | -263.2% | -75.9% |
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