-45.4%
VRT vs SPXS
-6.1%
-39.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -2.4% |
| 7D | +10.5% | -7.5% | +18.0% | +3.6% |
| 30D | -9.3% | +5.3% | -14.6% | -1.4% |
| 3M | -29.6% | +9.7% | -39.3% | -19.4% |
| 6M | -45.4% | -4.6% | -40.8% | -43.5% |
| All | -45.4% | -6.1% | -39.3% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling