+1,855.0%
VRT vs AA
+1.3%
+1,853.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -1.8% |
| 7D | -17.7% | +1.2% | -18.9% | -17.9% |
| 30D | -20.0% | -5.0% | -15.0% | -18.6% |
| 3M | -28.1% | -22.2% | -5.9% | -22.5% |
| 6M | -42.8% | -36.3% | -6.5% | -35.2% |
| YTD | +20.0% | -24.2% | +44.1% | +28.1% |
| 1Y | +3.5% | +3.9% | -0.4% | +0.7% |
| 3Y | +366.1% | +67.6% | +298.5% | +287.6% |
| 5Y | +632.2% | -8.8% | +641.0% | +581.1% |
| All | +1,855.0% | +1.3% | +1,853.6% | +984.7% |
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