+11.4%
VT vs SM
+72.1%
-60.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.3% |
| 7D | -2.3% | -25.9% | +23.6% | -4.6% |
| 30D | -5.0% | -15.1% | +10.2% | -6.0% |
| 3M | -4.9% | +4.9% | -9.7% | -4.1% |
| 6M | -1.5% | +6.1% | -7.7% | -0.3% |
| YTD | +8.5% | +63.4% | -54.9% | +7.8% |
| 1Y | +11.4% | +72.5% | -61.1% | +10.5% |
| All | +11.4% | +72.1% | -60.7% | +10.5% |
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