+1,879.5%
VRT vs SMR
+1.6%
+1,877.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | -0.1% | -4.5% |
| 7D | -7.7% | +4.7% | -12.4% | -8.6% |
| 30D | -12.0% | +3.2% | -15.2% | -12.9% |
| 3M | -11.7% | +9.9% | -21.6% | -14.1% |
| 6M | -8.1% | -15.1% | +7.0% | -7.4% |
| YTD | +53.2% | -27.9% | +81.2% | +57.0% |
| 1Y | +81.7% | -70.2% | +151.9% | +115.3% |
| 3Y | +535.3% | +72.5% | +462.8% | +457.8% |
| All | +1,879.5% | +1.6% | +1,877.9% | +1,475.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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