+123.4%
VRT vs SGOV
+3.8%
+119.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +6.6% |
| 7D | +9.1% | +0.1% | +9.0% | +14.5% |
| 30D | +0.9% | +0.3% | +0.6% | +21.9% |
| 3M | -13.4% | +1.0% | -14.3% | +47.3% |
| 6M | +11.7% | +1.9% | +9.8% | +211.1% |
| YTD | +73.2% | +2.5% | +70.7% | +495.2% |
| 1Y | +123.4% | +3.8% | +119.6% | +2,373.1% |
| All | +123.4% | +3.8% | +119.6% | +2,373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling