+201.8%
SPY vs VRT
+1,919.9%
-1,718.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.6% | -7.3% | +0.7% |
| 7D | +0.1% | -10.6% | +10.7% | +1.6% |
| 30D | -3.3% | -17.4% | +14.1% | -0.9% |
| 3M | -2.4% | -26.4% | +24.0% | +1.6% |
| 6M | +2.6% | -41.0% | +43.6% | +9.7% |
| YTD | +11.2% | +23.8% | -12.6% | +2.4% |
| 1Y | +13.4% | +11.6% | +1.8% | +6.0% |
| 3Y | +79.9% | +403.5% | -323.6% | +16.1% |
| 5Y | +72.2% | +647.0% | -574.9% | -5.0% |
| All | +201.8% | +1,919.9% | -1,718.1% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling