+72.2%
V vs VRT
+900.3%
-828.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.4% |
| 7D | -1.7% | +9.1% | -10.8% | -2.5% |
| 30D | +2.0% | +0.9% | +1.0% | +1.8% |
| 3M | +17.4% | -13.4% | +30.7% | +18.0% |
| 6M | +17.5% | +11.7% | +5.8% | +14.0% |
| YTD | +7.6% | +73.2% | -65.6% | -1.5% |
| 1Y | +7.7% | +123.4% | -115.7% | -5.3% |
| 3Y | +54.7% | +606.2% | -551.5% | +6.6% |
| All | +72.2% | +900.3% | -828.1% | -0.2% |
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 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