+139.0%
VRT vs AA
+62.9%
+76.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.1% | +2.4% |
| 7D | +13.6% | +1.7% | +12.0% | +12.9% |
| 30D | +6.8% | +3.3% | +3.4% | +5.1% |
| 3M | -3.2% | -29.4% | +26.2% | +8.0% |
| 6M | +20.3% | -12.8% | +33.2% | +22.3% |
| YTD | +79.6% | -2.1% | +81.7% | +73.9% |
| 1Y | +139.0% | +62.8% | +76.2% | +103.2% |
| All | +139.0% | +62.9% | +76.1% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling