+644.6%
VRT vs AEM
+349.6%
+295.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.1% |
| 7D | +13.6% | +4.3% | +9.3% | +12.3% |
| 30D | +6.8% | +13.1% | -6.4% | +2.6% |
| 3M | -3.2% | +24.8% | -28.0% | -10.1% |
| 6M | +20.3% | -8.2% | +28.6% | +21.1% |
| YTD | +79.6% | +19.8% | +59.8% | +70.9% |
| 1Y | +139.0% | +32.1% | +106.9% | +123.8% |
| 3Y | +644.6% | +348.2% | +296.4% | +516.4% |
| All | +644.6% | +349.6% | +295.0% | +516.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling