+397.6%
VRT vs SMR
+132.9%
+264.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.4% | +3.3% |
| 7D | +18.6% | +10.3% | +8.3% | +15.7% |
| 30D | -11.7% | -25.7% | +14.1% | -5.6% |
| 3M | -27.3% | -49.7% | +22.5% | -16.5% |
| 6M | -42.9% | -59.8% | +17.0% | -31.7% |
| YTD | +29.5% | -66.0% | +95.5% | +55.2% |
| 1Y | +21.0% | -81.4% | +102.5% | +63.7% |
| All | +397.6% | +132.9% | +264.8% | +421.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling