+11.9%
VT vs SM
+64.7%
-52.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.4% |
| 7D | -0.1% | -19.5% | +19.4% | -1.8% |
| 30D | -3.1% | -20.2% | +17.2% | -4.7% |
| 3M | -3.5% | -6.5% | +3.0% | -3.7% |
| 6M | +0.5% | +1.6% | -1.1% | +1.4% |
| YTD | +10.8% | +61.2% | -50.5% | +10.1% |
| 1Y | +11.9% | +65.4% | -53.5% | +11.1% |
| All | +11.9% | +64.7% | -52.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling