+1,678.9%
VRT vs ALLE
+157.8%
+1,521.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -12.4% |
| 7D | -28.1% | 0.0% | -28.2% | -28.2% |
| 30D | -30.2% | +20.6% | -50.8% | -38.0% |
| 3M | -36.4% | +11.4% | -47.8% | -40.8% |
| 6M | -48.2% | +42.5% | -90.7% | -58.7% |
| YTD | +9.2% | +18.9% | -9.7% | -4.0% |
| 1Y | -7.2% | +14.2% | -21.4% | -16.4% |
| 3Y | +338.7% | +90.7% | +248.0% | +175.5% |
| 5Y | +542.8% | +52.5% | +490.4% | +359.1% |
| All | +1,678.9% | +157.8% | +1,521.1% | +1,035.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling