+631.1%
VRT vs SPXS
-83.1%
+714.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -2.3% |
| 7D | -17.7% | +0.4% | -18.1% | -16.1% |
| 30D | -20.0% | +10.8% | -30.8% | -11.4% |
| 3M | -28.1% | +9.6% | -37.7% | -20.3% |
| 6M | -42.8% | -4.7% | -38.1% | -40.7% |
| YTD | +20.0% | -24.6% | +44.5% | +9.8% |
| 1Y | +3.5% | -24.6% | +28.1% | -3.8% |
| 3Y | +366.1% | -79.8% | +445.9% | +144.1% |
| All | +631.1% | -83.1% | +714.2% | +367.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling