+222.4%
V vs VRT
+1,680.7%
-1,458.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.0% | +10.8% | -1.4% |
| 7D | +2.9% | -28.1% | +31.1% | +7.0% |
| 30D | +14.0% | -30.2% | +44.2% | +18.6% |
| 3M | +14.9% | -36.4% | +51.3% | +20.6% |
| 6M | +31.7% | -48.2% | +79.9% | +40.4% |
| YTD | +21.2% | +9.2% | +12.1% | +13.0% |
| 1Y | +25.3% | -7.2% | +32.5% | +19.4% |
| 3Y | +77.5% | +338.7% | -261.2% | +13.7% |
| 5Y | +102.6% | +542.8% | -440.3% | +10.2% |
| All | +222.4% | +1,680.7% | -1,458.3% | +27.5% |
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