+2,018.2%
VRTS vs SPY
+1,067.5%
+950.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -1.5% | +0.1% | -1.5% | -1.6% |
| 3M | +8.7% | +2.0% | +6.7% | +5.2% |
| 6M | +17.0% | +13.0% | +4.0% | -1.8% |
| YTD | +2.3% | +13.5% | -11.2% | -14.8% |
| 1Y | -13.9% | +20.0% | -33.9% | -33.9% |
| 3Y | -12.6% | +77.2% | -89.8% | -61.7% |
| 5Y | -38.3% | +81.9% | -120.2% | -73.3% |
| 10Y | +135.9% | +314.1% | -178.2% | -67.6% |
| All | +2,018.2% | +1,067.5% | +950.7% | -30.2% |
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 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