+2,423.7%
VRT vs SITM
+4,789.7%
-2,366.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.9% |
| 7D | -8.4% | +3.9% | -12.2% | -9.4% |
| 30D | -10.9% | -6.6% | -4.3% | -9.2% |
| 3M | -13.7% | -11.9% | -1.8% | -12.0% |
| 6M | -4.1% | +81.1% | -85.3% | -23.0% |
| YTD | +58.7% | +80.0% | -21.2% | +26.6% |
| 1Y | +89.6% | +145.8% | -56.2% | +34.7% |
| 3Y | +558.1% | +475.9% | +82.3% | +251.3% |
| 5Y | +953.0% | +189.2% | +763.7% | +498.8% |
| All | +2,423.7% | +4,789.7% | -2,366.0% | +662.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling