-100.0%
SRTY vs VT
+436.4%
-536.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -4.1% | +17.8% | 0.0% |
| 7D | +13.7% | -4.2% | +17.8% | 0.0% |
| 30D | +10.4% | -5.8% | +16.2% | -7.9% |
| 3M | +33.8% | -5.2% | +39.1% | +15.0% |
| 6M | +9.4% | +0.1% | +9.2% | +17.6% |
| YTD | -30.7% | +8.2% | -39.0% | +3.0% |
| 1Y | -33.4% | +10.1% | -43.6% | +7.0% |
| 3Y | -82.6% | +69.7% | -152.3% | +73.1% |
| 5Y | -75.1% | +53.4% | -128.4% | +208.8% |
| 10Y | -99.6% | +219.2% | -318.8% | +73.9% |
| All | -100.0% | +436.4% | -536.4% | -52.1% |
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