+75.0%
SPY vs VRT
+352.9%
-277.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | -2.7% | -21.4% | +18.6% | +0.2% |
| 30D | -5.4% | -25.8% | +20.4% | -2.0% |
| 3M | -4.1% | -33.5% | +29.4% | +0.6% |
| 6M | +0.7% | -49.0% | +49.7% | +8.6% |
| YTD | +8.7% | +12.9% | -4.3% | +2.7% |
| 1Y | +10.9% | 0.0% | +10.9% | +6.5% |
| 3Y | +75.0% | +361.8% | -286.8% | +21.9% |
| All | +75.0% | +352.9% | -277.9% | +21.9% |
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