+72.6%
SPY vs VRT
+650.8%
-578.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.2% |
| 7D | +2.6% | +10.5% | -7.9% | +1.0% |
| 30D | -2.0% | -9.3% | +7.3% | -1.2% |
| 3M | -2.8% | -29.6% | +26.8% | +1.4% |
| 6M | +2.1% | -45.4% | +47.5% | +9.8% |
| YTD | +11.5% | +24.8% | -13.3% | +3.5% |
| 1Y | +13.5% | +23.6% | -10.2% | +5.2% |
| 3Y | +77.7% | +379.7% | -302.0% | +22.8% |
| All | +72.6% | +650.8% | -578.2% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling