+78.3%
SPY vs VRT
+407.1%
-328.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +3.3% | +18.6% | -15.3% | +0.8% |
| 30D | -2.7% | -11.7% | +9.0% | -1.7% |
| 3M | -1.7% | -27.3% | +25.5% | +1.7% |
| 6M | +3.1% | -42.9% | +46.0% | +9.5% |
| YTD | +11.9% | +29.5% | -17.6% | +3.7% |
| 1Y | +12.0% | +21.0% | -9.1% | +4.6% |
| All | +78.3% | +407.1% | -328.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling