+123.4%
VRT vs SM
+36.8%
+86.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.4% | +4.1% |
| 7D | +9.1% | -0.5% | +9.6% | +9.1% |
| 30D | +0.9% | +25.6% | -24.6% | +3.2% |
| 3M | -13.4% | +8.0% | -21.4% | -11.4% |
| 6M | +11.7% | +50.8% | -39.1% | +11.1% |
| YTD | +73.2% | +97.9% | -24.6% | +66.4% |
| 1Y | +123.4% | +33.8% | +89.6% | +120.5% |
| All | +123.4% | +36.8% | +86.7% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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