+2,723.0%
VRT vs AA
+26.3%
+2,696.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.0% |
| 7D | +9.1% | -0.7% | +9.8% | +9.3% |
| 30D | +0.9% | +5.0% | -4.1% | -0.9% |
| 3M | -13.4% | -35.8% | +22.5% | -2.0% |
| 6M | +11.7% | -18.4% | +30.1% | +16.5% |
| YTD | +73.2% | -5.5% | +78.7% | +72.8% |
| 1Y | +123.4% | +61.0% | +62.5% | +90.2% |
| 3Y | +606.2% | +66.2% | +540.0% | +479.2% |
| 5Y | +899.9% | +11.4% | +888.5% | +765.2% |
| All | +2,723.0% | +26.3% | +2,696.7% | +1,363.7% |
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 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