+13.8%
VRT vs SGOV
+3.1%
+10.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -15.4% | -0.2% | -15.1% | -15.3% |
| 30D | -19.0% | 0.0% | -19.0% | -16.3% |
| 3M | -23.8% | +0.3% | -24.2% | -0.7% |
| 6M | -37.9% | +1.2% | -39.1% | +20.0% |
| YTD | +27.0% | +2.5% | +24.5% | +185.9% |
| 1Y | +13.8% | +3.1% | +10.7% | +40.9% |
| All | +13.8% | +3.1% | +10.7% | +40.9% |
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