+977.6%
VRT vs AJG
+74.4%
+903.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | -8.4% | -8.3% | -0.1% | -6.9% |
| 30D | -10.9% | -5.7% | -5.2% | -10.1% |
| 3M | -13.7% | +9.1% | -22.8% | -17.1% |
| 6M | -4.1% | +15.2% | -19.3% | -10.4% |
| YTD | +58.7% | -6.3% | +65.0% | +61.1% |
| 1Y | +89.6% | -19.1% | +108.7% | +108.3% |
| 3Y | +558.1% | +8.2% | +549.9% | +415.5% |
| All | +977.6% | +74.4% | +903.2% | +428.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling