+1,774.2%
VRT vs SGOV
+20.2%
+1,753.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | +0.1% | -7.8% | -7.6% |
| 30D | -12.0% | +0.3% | -12.2% | -11.5% |
| 3M | -11.7% | +0.9% | -12.6% | -10.8% |
| 6M | -8.1% | +1.8% | -9.9% | -7.6% |
| YTD | +53.2% | +2.5% | +50.7% | +51.8% |
| 1Y | +81.7% | +3.8% | +77.9% | +74.9% |
| 3Y | +535.3% | +14.4% | +520.9% | +211.7% |
| 5Y | +916.4% | +20.1% | +896.2% | +572.6% |
| All | +1,774.2% | +20.2% | +1,753.9% | +1,033.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling