+0.7%
SPY vs VRT
-48.0%
+48.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | -2.7% | -21.4% | +18.6% | -0.9% |
| 30D | -5.4% | -25.8% | +20.4% | -3.2% |
| 3M | -4.1% | -33.5% | +29.4% | -1.1% |
| 6M | +0.7% | -49.0% | +49.7% | +5.0% |
| All | +0.7% | -48.0% | +48.7% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling