+2,723.0%
VRT vs ALL
+227.0%
+2,496.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +0.9% | -1.5% | +2.4% | +1.1% |
| 3M | -13.4% | +23.6% | -37.0% | -19.7% |
| 6M | +11.7% | +22.3% | -10.6% | +3.6% |
| YTD | +73.2% | +26.5% | +46.7% | +58.1% |
| 1Y | +123.4% | +27.0% | +96.4% | +102.4% |
| 3Y | +606.2% | +149.6% | +456.6% | +374.6% |
| 5Y | +899.9% | +118.1% | +781.8% | +596.5% |
| All | +2,723.0% | +227.0% | +2,496.0% | +1,465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling