+151.6%
VIRT vs SPY
+74.0%
+77.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +10.5% | +3.3% | +7.2% | +8.6% |
| 30D | +6.6% | -2.7% | +9.2% | +8.1% |
| 3M | +4.8% | -1.7% | +6.5% | +5.8% |
| 6M | +15.9% | +3.1% | +12.9% | +13.7% |
| YTD | +81.5% | +11.9% | +69.6% | +69.5% |
| 1Y | +69.0% | +12.0% | +57.1% | +57.8% |
| 3Y | +276.0% | +78.2% | +197.8% | +170.6% |
| 5Y | +151.6% | +73.2% | +78.3% | +75.4% |
| All | +151.6% | +74.0% | +77.5% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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