+654.4%
VRT vs ALLE
+51.6%
+602.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.3% |
| 7D | +10.5% | +3.6% | +7.0% | +8.0% |
| 30D | -9.3% | +25.9% | -35.2% | -23.9% |
| 3M | -29.6% | +15.8% | -45.3% | -37.2% |
| 6M | -45.4% | +48.1% | -93.4% | -60.1% |
| YTD | +24.8% | +22.0% | +2.9% | +4.4% |
| 1Y | +23.6% | +18.0% | +5.6% | +6.1% |
| 3Y | +379.7% | +93.1% | +286.6% | +136.5% |
| All | +654.4% | +51.6% | +602.8% | +341.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling