+535.3%
VRT vs AJG
+9.5%
+525.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.7% |
| 7D | -7.7% | -8.5% | +0.8% | -10.5% |
| 30D | -12.0% | -3.8% | -8.2% | -12.9% |
| 3M | -11.7% | +10.8% | -22.5% | -8.4% |
| 6M | -8.1% | +15.6% | -23.7% | -3.3% |
| YTD | +53.2% | -5.1% | +58.4% | +60.3% |
| 1Y | +81.7% | -16.0% | +97.7% | +93.3% |
| All | +535.3% | +9.5% | +525.7% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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