+1,740.6%
VRT vs ALL
+221.0%
+1,519.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +7.9% | +4.5% |
| 7D | -21.4% | -1.9% | -19.4% | -21.1% |
| 30D | -25.8% | +13.8% | -39.6% | -28.4% |
| 3M | -33.5% | -7.0% | -26.5% | -32.8% |
| 6M | -49.0% | +18.0% | -67.1% | -52.4% |
| YTD | +12.9% | +24.2% | -11.3% | +3.0% |
| 1Y | 0.0% | +31.2% | -31.2% | -10.8% |
| 3Y | +361.8% | +107.5% | +254.3% | +233.5% |
| 5Y | +565.1% | +144.8% | +420.3% | +334.3% |
| All | +1,740.6% | +221.0% | +1,519.6% | +919.9% |
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 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