+222.4%
V vs VRT
+1,742.5%
-1,520.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | +2.2% | -21.4% | +23.5% | +5.0% |
| 30D | +13.6% | -25.8% | +39.4% | +17.3% |
| 3M | +14.3% | -33.5% | +47.8% | +19.3% |
| 6M | +33.1% | -49.0% | +82.1% | +42.4% |
| YTD | +21.2% | +12.9% | +8.3% | +12.5% |
| 1Y | +26.4% | 0.0% | +26.4% | +19.2% |
| 3Y | +77.6% | +361.8% | -284.2% | +12.9% |
| 5Y | +102.6% | +565.1% | -462.5% | +9.7% |
| All | +222.4% | +1,742.5% | -1,520.0% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling