+20.0%
SPY vs VRT
+123.1%
-103.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.7% | -0.8% |
| 7D | +0.1% | +9.1% | -9.0% | -0.8% |
| 30D | +0.1% | +0.9% | -0.9% | -0.1% |
| 3M | +2.0% | -13.4% | +15.4% | +2.8% |
| 6M | +13.0% | +11.7% | +1.3% | +10.3% |
| YTD | +13.5% | +73.2% | -59.7% | +5.3% |
| 1Y | +20.0% | +123.4% | -103.5% | +9.7% |
| All | +20.0% | +123.1% | -103.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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