+8.6%
VRT vs ALM
+14.3%
-5.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.2% | +4.1% | -0.9% |
| 7D | -17.7% | -6.3% | -11.4% | -15.8% |
| 30D | -20.0% | -31.4% | +11.4% | -10.8% |
| 3M | -28.1% | -40.6% | +12.5% | -17.3% |
| 6M | -42.8% | -58.6% | +15.8% | -29.8% |
| YTD | +20.0% | -7.6% | +27.6% | +21.2% |
| All | +8.6% | +14.3% | -5.7% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling