+647.0%
VRT vs SPY
+71.5%
+575.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +4.5% |
| 7D | -10.6% | +0.1% | -10.7% | -10.3% |
| 30D | -17.4% | -3.3% | -14.1% | -10.2% |
| 3M | -26.4% | -2.4% | -24.0% | -21.4% |
| 6M | -41.0% | +2.6% | -43.6% | -42.5% |
| YTD | +23.8% | +11.2% | +12.6% | +3.0% |
| 1Y | +11.6% | +13.4% | -1.8% | -10.0% |
| 3Y | +403.5% | +79.9% | +323.6% | +80.6% |
| 5Y | +647.0% | +72.2% | +574.9% | +197.1% |
| All | +647.0% | +71.5% | +575.6% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling