+654.4%
VRT vs SPMO
+114.1%
+540.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -0.6% |
| 7D | +10.5% | +6.3% | +4.2% | -1.3% |
| 30D | -9.3% | -8.9% | -0.5% | +9.9% |
| 3M | -29.6% | -13.2% | -16.4% | -5.8% |
| 6M | -45.4% | -9.3% | -36.1% | -32.8% |
| YTD | +24.8% | +11.6% | +13.3% | +3.8% |
| 1Y | +23.6% | +13.4% | +10.2% | +0.5% |
| 3Y | +379.7% | +122.9% | +256.8% | +30.7% |
| All | +654.4% | +114.1% | +540.3% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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