+21.0%
VRT vs SM
+78.0%
-56.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.6% |
| 7D | +18.6% | +10.6% | +8.0% | +18.9% |
| 30D | -11.7% | -15.0% | +3.3% | -12.8% |
| 3M | -27.3% | +1.7% | -29.0% | -26.3% |
| 6M | -42.9% | +5.9% | -48.7% | -41.0% |
| YTD | +29.5% | +79.0% | -49.5% | +23.0% |
| 1Y | +21.0% | +84.7% | -63.6% | +14.8% |
| All | +21.0% | +78.0% | -56.9% | +14.8% |
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