+13.8%
VRT vs SIMO
+94.5%
-80.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.6% | -3.3% | -9.6% |
| 7D | -15.4% | -16.9% | +1.5% | -9.8% |
| 30D | -19.0% | -35.4% | +16.4% | -7.1% |
| 3M | -23.8% | -31.9% | +8.0% | -15.0% |
| 6M | -37.9% | -19.3% | -18.6% | -32.8% |
| YTD | +27.0% | +98.5% | -71.5% | -6.4% |
| 1Y | +13.8% | +100.5% | -86.7% | -17.0% |
| All | +13.8% | +94.5% | -80.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling