+3.5%
VRT vs A
+22.0%
-18.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.7% |
| 7D | -17.7% | +1.4% | -19.1% | -17.9% |
| 30D | -20.0% | +4.3% | -24.3% | -20.3% |
| 3M | -28.1% | +19.8% | -47.9% | -30.0% |
| 6M | -42.8% | +54.4% | -97.2% | -47.0% |
| YTD | +20.0% | +31.7% | -11.7% | +17.0% |
| 1Y | +3.5% | +22.4% | -18.9% | +4.2% |
| All | +3.5% | +22.0% | -18.5% | +4.2% |
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