+1,684.9%
VRTS vs SPY
+1,039.6%
+645.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.5% |
| 7D | +9.4% | -0.6% | +9.9% | +10.5% |
| 30D | +2.4% | -3.7% | +6.1% | +8.1% |
| 3M | -19.0% | -2.7% | -16.2% | -15.7% |
| 6M | -5.3% | +2.2% | -7.5% | -8.3% |
| YTD | -13.8% | +10.8% | -24.6% | -25.6% |
| 1Y | -13.2% | +11.2% | -24.5% | -25.7% |
| 3Y | -20.7% | +76.5% | -97.1% | -65.0% |
| 5Y | -48.3% | +72.9% | -121.2% | -75.9% |
| 10Y | +64.8% | +304.8% | -240.0% | -76.7% |
| All | +1,684.9% | +1,039.6% | +645.3% | -39.1% |
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