+2,723.0%
VRT vs SPMO
+328.5%
+2,394.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +2.4% |
| 7D | +9.1% | +2.0% | +7.1% | +6.5% |
| 30D | +0.9% | -0.4% | +1.3% | +1.7% |
| 3M | -13.4% | -1.9% | -11.5% | -9.6% |
| 6M | +11.7% | +25.0% | -13.4% | -12.6% |
| YTD | +73.2% | +26.0% | +47.2% | +35.0% |
| 1Y | +123.4% | +28.7% | +94.7% | +72.2% |
| 3Y | +606.2% | +160.9% | +445.3% | +198.3% |
| 5Y | +899.9% | +147.9% | +752.0% | +345.3% |
| All | +2,723.0% | +328.5% | +2,394.6% | +843.9% |
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