+643.2%
GEV vs VRT
+252.8%
+390.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.1% |
| 7D | +8.1% | +13.6% | -5.5% | +0.7% |
| 30D | -1.9% | +6.8% | -8.7% | -5.5% |
| 3M | +4.1% | -3.2% | +7.3% | +4.3% |
| 6M | +23.2% | +20.3% | +2.9% | +7.6% |
| YTD | +48.9% | +79.6% | -30.7% | +1.1% |
| 1Y | +62.2% | +139.0% | -76.8% | -8.1% |
| All | +643.2% | +252.8% | +390.4% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling