+1,855.0%
VRT vs A
+192.0%
+1,663.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.4% |
| 7D | -17.7% | +1.4% | -19.1% | -18.1% |
| 30D | -20.0% | +4.3% | -24.3% | -21.3% |
| 3M | -28.1% | +19.8% | -47.9% | -34.7% |
| 6M | -42.8% | +54.4% | -97.2% | -55.9% |
| YTD | +20.0% | +31.7% | -11.7% | +1.0% |
| 1Y | +3.5% | +22.4% | -18.9% | -9.0% |
| 3Y | +366.1% | +67.7% | +298.4% | +222.8% |
| 5Y | +632.2% | +15.7% | +616.4% | +528.8% |
| All | +1,855.0% | +192.0% | +1,663.0% | +1,126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling