+13.8%
VRT vs SITM
+47.5%
-33.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.4% | -3.5% | -9.6% |
| 7D | -15.4% | -19.5% | +4.1% | -8.7% |
| 30D | -19.0% | -43.2% | +24.3% | -2.6% |
| 3M | -23.8% | -30.8% | +7.0% | -15.3% |
| 6M | -37.9% | -28.6% | -9.3% | -32.1% |
| YTD | +27.0% | +14.2% | +12.8% | +19.5% |
| 1Y | +13.8% | +44.4% | -30.6% | +5.7% |
| All | +13.8% | +47.5% | -33.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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