+57.5%
VT vs SIRI
-41.4%
+98.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.4% | -1.7% | +4.1% | +2.5% |
| 30D | -1.5% | +21.1% | -22.6% | -3.6% |
| 3M | -4.1% | +14.7% | -18.8% | -5.7% |
| 6M | +0.6% | +22.9% | -22.4% | -2.0% |
| YTD | +11.0% | +65.7% | -54.7% | +4.4% |
| 1Y | +13.3% | +53.5% | -40.1% | +7.5% |
| 3Y | +73.4% | -23.0% | +96.4% | +72.6% |
| All | +57.5% | -41.4% | +98.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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