+2,397.0%
VRT vs SMTC
+236.4%
+2,160.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.5% |
| 7D | -7.7% | +17.5% | -25.2% | -13.4% |
| 30D | -12.0% | +21.3% | -33.3% | -18.9% |
| 3M | -11.7% | +3.1% | -14.8% | -14.3% |
| 6M | -8.1% | +81.7% | -89.8% | -29.4% |
| YTD | +53.2% | +115.9% | -62.7% | +10.1% |
| 1Y | +81.7% | +157.8% | -76.2% | +21.8% |
| 3Y | +535.3% | +557.3% | -22.0% | +180.2% |
| 5Y | +916.4% | +114.7% | +801.7% | +530.4% |
| All | +2,397.0% | +236.4% | +2,160.6% | +1,184.0% |
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