+2,545.5%
VRT vs SPXS
-98.8%
+2,644.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.4% | -11.1% | -8.9% |
| 7D | +2.4% | +1.2% | +1.2% | +3.1% |
| 30D | -2.7% | +5.2% | -7.8% | -0.1% |
| 3M | -9.2% | -9.2% | 0.0% | -11.2% |
| 6M | -0.5% | -29.6% | +29.1% | -11.6% |
| YTD | +62.3% | -27.6% | +90.0% | +47.9% |
| 1Y | +109.6% | -36.7% | +146.3% | +83.7% |
| 3Y | +573.1% | -79.8% | +652.9% | +353.6% |
| 5Y | +953.6% | -85.9% | +1,039.5% | +664.9% |
| All | +2,545.5% | -98.8% | +2,644.3% | +1,219.2% |
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