+2,545.5%
VRT vs SPY
+208.2%
+2,337.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -8.9% |
| 7D | +2.4% | -0.4% | +2.8% | +3.0% |
| 30D | -2.7% | -1.4% | -1.3% | -0.6% |
| 3M | -9.2% | +3.7% | -12.9% | -12.8% |
| 6M | -0.5% | +13.0% | -13.5% | -14.7% |
| YTD | +62.3% | +12.4% | +49.9% | +41.0% |
| 1Y | +109.6% | +18.5% | +91.0% | +71.1% |
| 3Y | +573.1% | +77.6% | +495.4% | +260.0% |
| 5Y | +953.6% | +81.7% | +872.0% | +470.1% |
| All | +2,545.5% | +208.2% | +2,337.3% | +881.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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