+13.8%
VRT vs A
+24.4%
-10.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.0% | -13.9% | -13.1% |
| 7D | -15.4% | -2.4% | -13.0% | -14.9% |
| 30D | -19.0% | +3.6% | -22.5% | -19.3% |
| 3M | -23.8% | +27.5% | -51.3% | -26.7% |
| 6M | -37.9% | +58.5% | -96.3% | -43.3% |
| YTD | +27.0% | +31.2% | -4.2% | +23.9% |
| 1Y | +13.8% | +22.2% | -8.4% | +14.2% |
| All | +13.8% | +24.4% | -10.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling