+1,740.6%
VRT vs SIMO
+263.2%
+1,477.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.0% |
| 7D | -21.4% | -22.0% | +0.6% | -13.8% |
| 30D | -25.8% | -43.0% | +17.2% | -9.8% |
| 3M | -33.5% | -39.1% | +5.6% | -21.8% |
| 6M | -49.0% | -33.3% | -15.7% | -42.7% |
| YTD | +12.9% | +77.0% | -64.0% | -13.8% |
| 1Y | 0.0% | +73.0% | -73.0% | -22.8% |
| 3Y | +361.8% | +215.7% | +146.1% | +192.8% |
| 5Y | +565.1% | +155.6% | +409.5% | +330.7% |
| All | +1,740.6% | +263.2% | +1,477.5% | +878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling