+1,740.6%
VRT vs SM
+26.3%
+1,714.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | -21.4% | -25.9% | +4.6% | -18.1% |
| 30D | -25.8% | -15.1% | -10.7% | -24.1% |
| 3M | -33.5% | +4.9% | -38.4% | -34.1% |
| 6M | -49.0% | +6.1% | -55.2% | -50.0% |
| YTD | +12.9% | +63.4% | -50.5% | +3.1% |
| 1Y | 0.0% | +72.5% | -72.4% | -9.5% |
| 3Y | +361.8% | -16.9% | +378.7% | +356.4% |
| 5Y | +565.1% | -10.6% | +575.8% | +539.0% |
| All | +1,740.6% | +26.3% | +1,714.3% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling