+1,855.0%
VRT vs ALM
+439.2%
+1,415.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.2% | +4.1% | -2.4% |
| 7D | -17.7% | -6.3% | -11.4% | -17.1% |
| 30D | -20.0% | -31.4% | +11.4% | -17.2% |
| 3M | -28.1% | -40.6% | +12.5% | -24.8% |
| 6M | -42.8% | -58.6% | +15.8% | -38.9% |
| YTD | +20.0% | -7.6% | +27.6% | +21.9% |
| 1Y | +3.5% | +13.8% | -10.3% | +3.8% |
| 3Y | +366.1% | +842.1% | -476.0% | +308.1% |
| 5Y | +632.2% | +407.4% | +224.8% | +552.0% |
| All | +1,855.0% | +439.2% | +1,415.8% | +1,462.6% |
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