+92.5%
VRT vs SMR
-70.4%
+162.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.3% | -6.3% | -8.7% |
| 7D | +2.4% | +13.1% | -10.7% | -0.9% |
| 30D | -2.7% | +17.8% | -20.4% | -7.3% |
| 3M | -9.2% | +8.1% | -17.3% | -12.2% |
| 6M | -0.5% | -11.1% | +10.6% | -1.2% |
| YTD | +62.3% | -23.7% | +86.1% | +62.5% |
| All | +92.5% | -70.4% | +162.8% | +133.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling