+1,024.4%
VRT vs SPYM
+82.4%
+941.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +4.9% |
| 7D | +13.6% | +0.6% | +13.0% | +12.2% |
| 30D | +6.8% | -0.9% | +7.7% | +8.9% |
| 3M | -3.2% | +3.9% | -7.1% | -9.7% |
| 6M | +20.3% | +14.5% | +5.8% | -8.0% |
| YTD | +79.6% | +13.0% | +66.6% | +42.2% |
| 1Y | +139.0% | +19.4% | +119.6% | +70.9% |
| 3Y | +644.6% | +78.9% | +565.7% | +165.8% |
| 5Y | +1,024.4% | +82.3% | +942.0% | +298.8% |
| All | +1,024.4% | +82.4% | +941.9% | +298.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling