+2,010.2%
VRT vs ALLE
+161.8%
+1,848.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +18.6% | +1.6% | +17.1% | +17.7% |
| 30D | -11.7% | +24.1% | -35.7% | -22.6% |
| 3M | -27.3% | +14.8% | -42.1% | -33.4% |
| 6M | -42.9% | +45.9% | -88.7% | -55.0% |
| YTD | +29.5% | +20.7% | +8.7% | +13.0% |
| 1Y | +21.0% | +14.2% | +6.9% | +9.3% |
| 3Y | +403.1% | +90.7% | +312.4% | +216.7% |
| 5Y | +688.8% | +50.6% | +638.3% | +465.8% |
| All | +2,010.2% | +161.8% | +1,848.3% | +1,236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling