+222.1%
V vs VRT
+1,919.9%
-1,697.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.6% | -9.7% | -1.4% |
| 7D | -0.8% | -10.6% | +9.8% | +0.3% |
| 30D | +9.5% | -17.4% | +27.0% | +11.4% |
| 3M | +16.7% | -26.4% | +43.1% | +20.1% |
| 6M | +32.9% | -41.0% | +74.0% | +39.3% |
| YTD | +21.1% | +23.8% | -2.7% | +10.9% |
| 1Y | +26.6% | +11.6% | +15.0% | +17.5% |
| 3Y | +78.4% | +403.5% | -325.1% | +12.1% |
| 5Y | +105.5% | +647.0% | -541.6% | +9.0% |
| All | +222.1% | +1,919.9% | -1,697.8% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling