+567.3%
VRT vs SM
-11.5%
+578.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | -21.4% | -25.9% | +4.6% | -15.2% |
| 30D | -25.8% | -15.1% | -10.7% | -22.7% |
| 3M | -33.5% | +4.9% | -38.4% | -34.8% |
| 6M | -49.0% | +6.1% | -55.2% | -51.2% |
| YTD | +12.9% | +63.4% | -50.5% | -7.9% |
| 1Y | 0.0% | +72.5% | -72.4% | -20.2% |
| 3Y | +361.8% | -16.9% | +378.7% | +345.7% |
| All | +567.3% | -11.5% | +578.9% | +522.4% |
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