+953.6%
VRT vs SITM
+164.5%
+789.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.1% |
| 7D | +2.4% | +3.7% | -1.3% | +1.1% |
| 30D | -2.7% | -14.5% | +11.8% | +2.6% |
| 3M | -9.2% | -10.6% | +1.4% | -7.6% |
| 6M | -0.5% | +65.5% | -66.0% | -21.4% |
| YTD | +62.3% | +67.0% | -4.7% | +26.2% |
| 1Y | +109.6% | +138.6% | -29.0% | +38.6% |
| 3Y | +573.1% | +421.8% | +151.2% | +215.9% |
| 5Y | +953.6% | +172.4% | +781.2% | +423.1% |
| All | +953.6% | +164.5% | +789.1% | +423.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling