+2,010.2%
VRT vs SPXS
-98.8%
+2,108.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +2.0% |
| 7D | +18.6% | -9.5% | +28.1% | +13.6% |
| 30D | -11.7% | +7.4% | -19.0% | -6.6% |
| 3M | -27.3% | +6.1% | -33.4% | -23.1% |
| 6M | -42.9% | -7.3% | -35.6% | -41.8% |
| YTD | +29.5% | -26.7% | +56.2% | +21.7% |
| 1Y | +21.0% | -26.2% | +47.2% | +15.5% |
| 3Y | +403.1% | -80.3% | +483.5% | +240.5% |
| 5Y | +688.8% | -83.4% | +772.2% | +510.9% |
| All | +2,010.2% | -98.8% | +2,108.9% | +985.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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