+2,545.5%
VRT vs SPYM
+210.8%
+2,334.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | 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% | -0.7% |
| 3M | -9.2% | +3.7% | -12.9% | -12.8% |
| 6M | -0.5% | +13.0% | -13.6% | -14.6% |
| YTD | +62.3% | +12.5% | +49.9% | +41.1% |
| 1Y | +109.6% | +18.6% | +91.0% | +71.4% |
| 3Y | +573.1% | +78.0% | +495.0% | +263.0% |
| 5Y | +953.6% | +82.3% | +871.3% | +474.4% |
| All | +2,545.5% | +210.8% | +2,334.8% | +904.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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