+57.4%
GEV vs VRT
+112.1%
-54.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | +2.6% |
| 7D | +3.2% | +2.4% | +0.7% | +1.6% |
| 30D | -4.0% | -2.7% | -1.3% | -3.1% |
| 3M | +3.4% | -9.2% | +12.6% | +7.2% |
| 6M | +14.7% | -0.5% | +15.2% | +12.3% |
| YTD | +45.8% | +62.3% | -16.6% | +9.4% |
| 1Y | +57.4% | +109.6% | -52.2% | +5.4% |
| All | +57.4% | +112.1% | -54.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling