+1,740.6%
VRT vs AA
+0.2%
+1,740.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.6% |
| 7D | -21.4% | +0.9% | -22.2% | -21.5% |
| 30D | -25.8% | -6.7% | -19.1% | -24.2% |
| 3M | -33.5% | -16.3% | -17.2% | -30.1% |
| 6M | -49.0% | -37.1% | -11.9% | -42.0% |
| YTD | +12.9% | -25.0% | +38.0% | +20.9% |
| 1Y | 0.0% | +8.6% | -8.6% | -3.9% |
| 3Y | +361.8% | +57.2% | +304.6% | +290.1% |
| 5Y | +565.1% | -13.0% | +578.2% | +524.7% |
| All | +1,740.6% | +0.2% | +1,740.4% | +923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling