-2.8%
SRV vs VT
+374.2%
-377.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +0.1% | +1.0% | -0.9% | -0.8% |
| 3M | -4.5% | +2.4% | -6.9% | -6.8% |
| 6M | +11.7% | +12.0% | -0.3% | +0.4% |
| YTD | +27.5% | +15.3% | +12.2% | +11.6% |
| 1Y | +25.5% | +22.6% | +2.9% | +3.9% |
| 3Y | +69.0% | +74.7% | -5.7% | +1.8% |
| 5Y | +202.7% | +66.1% | +136.5% | +88.8% |
| 10Y | +166.7% | +225.0% | -58.3% | -1.4% |
| All | -2.8% | +374.2% | -377.0% | -78.5% |
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 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