+2,826.7%
VRT vs SM
+59.4%
+2,767.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +6.8% | +31.5% | -24.8% | +2.9% |
| 3M | -3.2% | +17.3% | -20.6% | -6.0% |
| 6M | +20.3% | +48.5% | -28.2% | +12.1% |
| YTD | +79.6% | +106.3% | -26.7% | +59.3% |
| 1Y | +139.0% | +47.3% | +91.7% | +121.2% |
| 3Y | +644.6% | -1.4% | +646.0% | +618.6% |
| 5Y | +1,024.4% | +114.0% | +910.3% | +883.7% |
| All | +2,826.7% | +59.4% | +2,767.3% | +1,617.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling