+303.6%
VRTL vs SPY
+35.8%
+267.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +10.1% |
| 7D | +19.2% | +0.1% | +19.1% | +18.7% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -38.3% | +2.0% | -40.3% | -38.7% |
| 6M | -10.2% | +13.0% | -23.2% | -39.9% |
| YTD | +93.6% | +13.5% | +80.1% | +30.3% |
| 1Y | +176.7% | +20.0% | +156.7% | +60.3% |
| All | +303.6% | +35.8% | +267.9% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling