+2,220.2%
VRT vs SMR
+11.2%
+2,208.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.3% | -11.6% | +0.5% |
| 7D | +13.6% | +21.4% | -7.8% | +9.0% |
| 30D | +6.8% | +13.8% | -7.1% | +3.3% |
| 3M | -3.2% | +3.9% | -7.1% | -4.9% |
| 6M | +20.3% | -4.2% | +24.5% | +18.2% |
| YTD | +79.6% | -21.1% | +100.7% | +80.4% |
| 1Y | +139.0% | -67.1% | +206.1% | +177.0% |
| 3Y | +644.6% | +88.9% | +555.8% | +541.0% |
| All | +2,220.2% | +11.2% | +2,208.9% | +1,710.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling