+6.8%
VRT vs ALL
+28.9%
-22.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.3% |
| 7D | -10.6% | -3.9% | -6.7% | -13.1% |
| 30D | -17.4% | +10.6% | -28.0% | -9.8% |
| 3M | -26.4% | -4.6% | -21.8% | -28.4% |
| 6M | -41.0% | +20.2% | -61.2% | -30.4% |
| YTD | +23.8% | +23.7% | +0.1% | +48.3% |
| All | +6.8% | +28.9% | -22.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling