-7.2%
T vs VRT
+131.6%
-138.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | 0.0% |
| 7D | -1.5% | +13.6% | -15.2% | -0.6% |
| 30D | +7.6% | +6.8% | +0.8% | +8.2% |
| 3M | +15.3% | -3.2% | +18.5% | +15.2% |
| 6M | -8.5% | +20.3% | -28.8% | -7.3% |
| YTD | +6.8% | +79.6% | -72.8% | +11.4% |
| 1Y | -7.2% | +139.0% | -146.2% | -1.5% |
| All | -7.2% | +131.6% | -138.8% | -1.5% |
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