+1,917.9%
VRT vs SM
+22.8%
+1,895.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.7% | +12.4% | +10.0% |
| 7D | -10.6% | -22.3% | +11.7% | -7.5% |
| 30D | -17.4% | -21.4% | +3.9% | -14.7% |
| 3M | -26.4% | +1.4% | -27.7% | -26.8% |
| 6M | -41.0% | +0.1% | -41.1% | -41.7% |
| YTD | +23.8% | +59.0% | -35.1% | +13.4% |
| 1Y | +11.6% | +64.3% | -52.7% | +1.6% |
| 3Y | +403.5% | -13.1% | +416.6% | +395.2% |
| 5Y | +647.0% | -13.9% | +660.9% | +620.7% |
| All | +1,917.9% | +22.8% | +1,895.0% | +1,122.6% |
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