+2,138.0%
VRT vs SMR
-3.5%
+2,141.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +9.1% | +4.4% | +4.7% | +8.1% |
| 30D | +0.9% | +3.4% | -2.5% | -0.2% |
| 3M | -13.4% | -19.2% | +5.8% | -10.3% |
| 6M | +11.7% | -22.6% | +34.3% | +14.7% |
| YTD | +73.2% | -31.5% | +104.8% | +79.5% |
| 1Y | +123.4% | -73.1% | +196.5% | +170.1% |
| 3Y | +606.2% | +55.0% | +551.2% | +534.8% |
| All | +2,138.0% | -3.5% | +2,141.5% | +1,701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling