+2,723.0%
VRT vs SIRI
-47.2%
+2,770.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +5.0% |
| 7D | +9.1% | +1.6% | +7.5% | +8.6% |
| 30D | +0.9% | -4.7% | +5.6% | +2.0% |
| 3M | -13.4% | +5.3% | -18.6% | -15.0% |
| 6M | +11.7% | +30.5% | -18.8% | +3.3% |
| YTD | +73.2% | +49.6% | +23.6% | +53.9% |
| 1Y | +123.4% | +28.5% | +94.9% | +105.4% |
| 3Y | +606.2% | -27.5% | +633.6% | +612.1% |
| 5Y | +899.9% | -44.7% | +944.6% | +956.9% |
| All | +2,723.0% | -47.2% | +2,770.2% | +2,690.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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