+632.2%
VRT vs ALLE
+53.5%
+578.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -17.7% | +0.1% | -17.8% | -17.6% |
| 30D | -20.0% | +25.9% | -45.9% | -32.9% |
| 3M | -28.1% | +14.9% | -43.0% | -35.5% |
| 6M | -42.8% | +42.1% | -85.0% | -56.9% |
| YTD | +20.0% | +20.4% | -0.4% | +1.3% |
| 1Y | +3.5% | +14.9% | -11.3% | -9.2% |
| 3Y | +366.1% | +90.1% | +276.0% | +133.0% |
| 5Y | +632.2% | +53.0% | +579.2% | +327.1% |
| All | +632.2% | +53.5% | +578.7% | +327.1% |
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