+76.1%
V vs VRT
+387.3%
-311.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | +0.6% | -17.7% | +18.3% | +1.0% |
| 30D | +9.7% | -20.0% | +29.7% | +10.3% |
| 3M | +17.3% | -28.1% | +45.4% | +18.1% |
| 6M | +33.2% | -42.8% | +76.1% | +35.0% |
| YTD | +21.3% | +20.0% | +1.4% | +16.5% |
| 1Y | +27.3% | +3.5% | +23.8% | +23.3% |
| 3Y | +76.1% | +366.1% | -290.0% | +41.9% |
| All | +76.1% | +387.3% | -311.2% | +41.9% |
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