-99.6%
SRTY vs VT
+214.8%
-314.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -4.1% | +17.8% | -0.5% |
| 7D | +13.7% | -4.2% | +17.8% | -0.5% |
| 30D | +10.4% | -5.8% | +16.2% | -8.6% |
| 3M | +33.8% | -5.2% | +39.1% | +14.2% |
| 6M | +9.4% | +0.1% | +9.2% | +17.7% |
| YTD | -30.7% | +8.2% | -39.0% | +4.3% |
| 1Y | -33.4% | +10.1% | -43.6% | +8.7% |
| 3Y | -82.6% | +69.7% | -152.3% | +87.5% |
| 5Y | -75.1% | +53.4% | -128.4% | +231.9% |
| All | -99.6% | +214.8% | -314.4% | +90.4% |
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