+89.6%
VRT vs SITM
+155.7%
-66.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.7% |
| 6M | -4.1% | +81.1% | -85.3% | -22.1% |
| YTD | +58.7% | +80.0% | -21.2% | +29.7% |
| 1Y | +89.6% | +145.8% | -56.2% | +49.7% |
| All | +89.6% | +155.7% | -66.1% | +49.7% |
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