+510.2%
GEV vs VRT
+135.6%
+374.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.2% |
| 7D | -13.2% | -17.7% | +4.5% | -3.8% |
| 30D | -20.6% | -20.0% | -0.6% | -11.5% |
| 3M | -19.5% | -28.1% | +8.6% | -5.3% |
| 6M | -23.3% | -42.8% | +19.6% | +0.3% |
| YTD | +22.2% | +20.0% | +2.3% | +1.8% |
| 1Y | +37.8% | +3.5% | +34.3% | +24.9% |
| All | +510.2% | +135.6% | +374.6% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling