+85.1%
VRTL vs SPY
+34.3%
+50.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.3% | +11.5% | +6.8% |
| 7D | -2.4% | -0.9% | -1.5% | +7.8% |
| 30D | -34.0% | -2.4% | -31.7% | -22.2% |
| 3M | -55.8% | -1.2% | -54.7% | -50.0% |
| 6M | -78.7% | +3.3% | -82.0% | -78.5% |
| YTD | -11.2% | +12.3% | -23.5% | -32.7% |
| 1Y | -31.9% | +12.4% | -44.3% | -46.8% |
| All | +85.1% | +34.3% | +50.8% | -12.8% |
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