+2,010.2%
VRT vs SPOT
+233.2%
+1,777.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.0% |
| 7D | +18.6% | -2.6% | +21.2% | +19.4% |
| 30D | -11.7% | +13.5% | -25.1% | -15.4% |
| 3M | -27.3% | +22.2% | -49.5% | -32.4% |
| 6M | -42.9% | +38.3% | -81.2% | -49.7% |
| YTD | +29.5% | +3.1% | +26.4% | +22.7% |
| 1Y | +21.0% | -7.6% | +28.7% | +18.7% |
| 3Y | +403.1% | +250.0% | +153.1% | +230.5% |
| 5Y | +688.8% | +113.3% | +575.5% | +418.8% |
| All | +2,010.2% | +233.2% | +1,777.0% | +1,065.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling