+1,855.0%
VRT vs SM
+24.6%
+1,830.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.3% |
| 7D | -17.7% | -19.5% | +1.8% | -15.2% |
| 30D | -20.0% | -20.2% | +0.2% | -17.6% |
| 3M | -28.1% | -6.5% | -21.6% | -27.6% |
| 6M | -42.8% | +1.6% | -44.4% | -43.6% |
| YTD | +20.0% | +61.2% | -41.3% | +9.7% |
| 1Y | +3.5% | +65.4% | -61.9% | -5.9% |
| 3Y | +366.1% | -13.0% | +379.1% | +358.2% |
| 5Y | +632.2% | -4.3% | +636.4% | +599.0% |
| All | +1,855.0% | +24.6% | +1,830.3% | +1,082.2% |
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