+348.0%
VT vs SM
-44.3%
+392.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.5% |
| 7D | -4.2% | -25.1% | +21.0% | -0.8% |
| 30D | -5.8% | -15.6% | +9.8% | -4.0% |
| 3M | -5.2% | +2.7% | -7.9% | -6.3% |
| 6M | +0.1% | -3.8% | +4.0% | -0.8% |
| YTD | +8.2% | +61.8% | -53.6% | -0.9% |
| 1Y | +10.1% | +71.4% | -61.2% | -0.2% |
| 3Y | +69.7% | -20.7% | +90.4% | +66.3% |
| 5Y | +53.4% | -11.5% | +64.9% | +42.7% |
| 10Y | +219.2% | +10.2% | +209.0% | +112.7% |
| All | +348.0% | -44.3% | +392.4% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling