+377.4%
VT vs SM
-31.5%
+409.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +1.0% | +26.3% | -25.3% | -2.2% |
| 3M | +2.4% | +8.7% | -6.3% | +0.6% |
| 6M | +12.0% | +51.7% | -39.7% | +4.4% |
| YTD | +15.3% | +99.0% | -83.7% | +3.3% |
| 1Y | +22.6% | +34.6% | -12.0% | +15.2% |
| 3Y | +74.7% | -7.8% | +82.4% | +68.5% |
| 5Y | +66.1% | +104.8% | -38.6% | +38.2% |
| 10Y | +225.0% | +7.2% | +217.8% | +121.5% |
| All | +377.4% | -31.5% | +409.0% | +88.8% |
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