+644.6%
VRT vs SITM
+409.8%
+234.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.5% |
| 7D | +13.6% | +8.4% | +5.3% | +10.2% |
| 30D | +6.8% | -17.4% | +24.2% | +14.2% |
| 3M | -3.2% | -9.8% | +6.6% | -1.8% |
| 6M | +20.3% | +83.0% | -62.6% | -10.4% |
| YTD | +79.6% | +69.6% | +10.0% | +35.7% |
| 1Y | +139.0% | +144.9% | -5.9% | +50.1% |
| 3Y | +644.6% | +429.9% | +214.7% | +254.2% |
| All | +644.6% | +409.8% | +234.8% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling