+76.1%
VRTL vs SPY
+33.3%
+42.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.3% | -6.0% |
| 7D | +19.9% | +2.6% | +17.3% | +8.6% |
| 30D | -26.6% | -2.0% | -24.6% | -15.2% |
| 3M | -59.3% | -2.8% | -56.5% | -50.2% |
| 6M | -79.9% | +2.1% | -82.1% | -78.7% |
| YTD | -15.5% | +11.5% | -27.0% | -33.7% |
| 1Y | -21.8% | +13.5% | -35.2% | -41.0% |
| All | +76.1% | +33.3% | +42.8% | -14.2% |
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