+2,826.7%
VRT vs ALM
+1,166.4%
+1,660.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.8% | -5.2% | +2.9% |
| 7D | +13.6% | +8.4% | +5.2% | +12.9% |
| 30D | +6.8% | +34.8% | -28.1% | +4.1% |
| 3M | -3.2% | +16.2% | -19.5% | -4.8% |
| 6M | +20.3% | +2.1% | +18.2% | +18.8% |
| YTD | +79.6% | +117.0% | -37.4% | +69.6% |
| 1Y | +139.0% | +313.9% | -174.9% | +117.2% |
| 3Y | +644.6% | +2,327.9% | -1,683.3% | +498.6% |
| 5Y | +1,024.4% | +1,040.6% | -16.3% | +832.4% |
| All | +2,826.7% | +1,166.4% | +1,660.3% | +2,074.6% |
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