+2,723.0%
VRT vs SIMO
+471.7%
+2,251.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.7% | -4.3% | +1.5% |
| 7D | +9.1% | +4.2% | +4.9% | +7.5% |
| 30D | +0.9% | +4.1% | -3.2% | -1.2% |
| 3M | -13.4% | -12.9% | -0.5% | -10.9% |
| 6M | +11.7% | +110.3% | -98.7% | -18.4% |
| YTD | +73.2% | +178.6% | -105.3% | +13.3% |
| 1Y | +123.4% | +220.0% | -96.6% | +39.4% |
| 3Y | +606.2% | +409.0% | +197.1% | +281.8% |
| 5Y | +899.9% | +277.3% | +622.6% | +462.3% |
| All | +2,723.0% | +471.7% | +2,251.4% | +1,186.1% |
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