+1,917.9%
VRT vs ALM
+481.2%
+1,436.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.1% | +1.6% | +8.9% |
| 7D | -10.6% | +0.7% | -11.3% | -10.6% |
| 30D | -17.4% | -26.1% | +8.6% | -15.2% |
| 3M | -26.4% | -38.1% | +11.7% | -23.4% |
| 6M | -41.0% | -55.4% | +14.4% | -37.4% |
| YTD | +23.8% | -0.4% | +24.2% | +24.9% |
| 1Y | +11.6% | +25.4% | -13.7% | +11.1% |
| 3Y | +403.5% | +907.8% | -504.3% | +338.0% |
| 5Y | +647.0% | +440.2% | +206.9% | +561.1% |
| All | +1,917.9% | +481.2% | +1,436.7% | +1,501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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