+1,934.0%
VRT vs SPMO
+279.3%
+1,654.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -1.6% |
| 7D | +10.5% | +6.3% | +4.2% | +2.5% |
| 30D | -9.3% | -8.9% | -0.5% | +3.7% |
| 3M | -29.6% | -13.2% | -16.4% | -13.8% |
| 6M | -45.4% | -9.3% | -36.1% | -35.7% |
| YTD | +24.8% | +11.6% | +13.3% | +15.9% |
| 1Y | +23.6% | +13.4% | +10.2% | +13.4% |
| 3Y | +379.7% | +122.9% | +256.8% | +148.0% |
| 5Y | +660.3% | +113.9% | +546.4% | +309.4% |
| All | +1,934.0% | +279.3% | +1,654.7% | +710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling