+2,010.2%
VRT vs SMTC
+152.5%
+1,857.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +3.3% |
| 7D | +18.6% | +30.5% | -11.9% | +6.5% |
| 30D | -11.7% | -30.9% | +19.2% | +1.6% |
| 3M | -27.3% | -14.7% | -12.6% | -24.1% |
| 6M | -42.9% | -9.6% | -33.3% | -42.7% |
| YTD | +29.5% | +62.1% | -32.6% | +2.9% |
| 1Y | +21.0% | +66.6% | -45.5% | -4.7% |
| 3Y | +403.1% | +718.1% | -315.0% | +110.3% |
| 5Y | +688.8% | +32.8% | +656.0% | +468.4% |
| All | +2,010.2% | +152.5% | +1,857.7% | +1,099.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling