+223.3%
V vs VRT
+1,856.9%
-1,633.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.8% |
| 7D | +0.8% | -17.7% | +18.5% | +3.0% |
| 30D | +9.9% | -20.0% | +29.9% | +12.3% |
| 3M | +17.5% | -28.1% | +45.6% | +21.3% |
| 6M | +33.5% | -42.8% | +76.3% | +40.4% |
| YTD | +21.6% | +20.0% | +1.6% | +11.8% |
| 1Y | +27.6% | +3.5% | +24.1% | +19.8% |
| 3Y | +76.4% | +366.1% | -289.7% | +12.5% |
| 5Y | +103.8% | +632.2% | -528.3% | +8.2% |
| All | +223.3% | +1,856.9% | -1,633.6% | +26.2% |
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