+1,917.9%
VRT vs SIMO
+283.8%
+1,634.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.7% | +3.9% | +7.6% |
| 7D | -10.6% | -8.5% | -2.1% | -7.2% |
| 30D | -17.4% | -34.8% | +17.4% | -3.9% |
| 3M | -26.4% | -32.8% | +6.5% | -16.2% |
| 6M | -41.0% | -32.0% | -9.0% | -34.1% |
| YTD | +23.8% | +87.0% | -63.2% | -7.2% |
| 1Y | +11.6% | +86.1% | -74.5% | -16.0% |
| 3Y | +403.5% | +226.4% | +177.1% | +214.9% |
| 5Y | +647.0% | +172.1% | +474.9% | +374.0% |
| All | +1,917.9% | +283.8% | +1,634.1% | +952.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling