+1,934.0%
VRT vs AA
+0.7%
+1,933.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.9% | -3.1% |
| 7D | +10.5% | +0.5% | +10.0% | +10.5% |
| 30D | -9.3% | -0.6% | -8.7% | -8.9% |
| 3M | -29.6% | -19.7% | -9.9% | -24.8% |
| 6M | -45.4% | -41.6% | -3.8% | -36.4% |
| YTD | +24.8% | -24.6% | +49.4% | +33.6% |
| 1Y | +23.6% | +4.9% | +18.7% | +20.1% |
| 3Y | +379.7% | +66.8% | +312.8% | +299.6% |
| 5Y | +660.3% | -19.4% | +679.8% | +626.7% |
| All | +1,934.0% | +0.7% | +1,933.3% | +1,031.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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