+1,572.9%
VRT vs SMR
-52.0%
+1,624.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.4% | +3.2% |
| 7D | +18.6% | +10.3% | +8.3% | +15.9% |
| 30D | -11.7% | -25.7% | +14.1% | -6.0% |
| 3M | -27.3% | -49.7% | +22.5% | -17.2% |
| 6M | -42.9% | -59.8% | +17.0% | -32.5% |
| YTD | +29.5% | -66.0% | +95.5% | +53.7% |
| 1Y | +21.0% | -81.4% | +102.5% | +60.7% |
| 3Y | +403.1% | +130.6% | +272.5% | +343.0% |
| All | +1,572.9% | -52.0% | +1,624.9% | +1,442.7% |
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