+2,723.0%
VRT vs ALLE
+115.7%
+2,607.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +3.8% |
| 7D | +9.1% | -0.2% | +9.4% | +9.3% |
| 30D | +0.9% | -6.8% | +7.7% | +5.1% |
| 3M | -13.4% | +21.0% | -34.4% | -23.2% |
| 6M | +11.7% | +1.1% | +10.6% | +10.2% |
| YTD | +73.2% | -0.5% | +73.8% | +70.5% |
| 1Y | +123.4% | -7.3% | +130.7% | +128.4% |
| 3Y | +606.2% | +42.3% | +563.9% | +435.8% |
| 5Y | +899.9% | +13.5% | +886.4% | +737.9% |
| All | +2,723.0% | +115.7% | +2,607.4% | +1,916.7% |
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