+905.2%
VRT vs SM
+107.8%
+797.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.9% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +0.9% | +26.3% | -25.4% | -4.8% |
| 3M | -13.4% | +8.7% | -22.1% | -16.2% |
| 6M | +11.7% | +51.7% | -40.0% | -3.8% |
| YTD | +73.2% | +99.0% | -25.8% | +37.0% |
| 1Y | +123.4% | +34.6% | +88.8% | +96.6% |
| 3Y | +606.2% | -7.8% | +613.9% | +566.3% |
| All | +905.2% | +107.8% | +797.4% | +723.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling