+619.5%
VRT vs ALM
+2,063.1%
-1,443.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.5% |
| 7D | +9.1% | -2.6% | +11.7% | +9.4% |
| 30D | +0.9% | +32.0% | -31.1% | -2.1% |
| 3M | -13.4% | -15.0% | +1.7% | -13.1% |
| 6M | +11.7% | -10.1% | +21.8% | +10.8% |
| YTD | +73.2% | +99.4% | -26.2% | +65.7% |
| 1Y | +123.4% | +316.4% | -192.9% | +108.2% |
| All | +619.5% | +2,063.1% | -1,443.6% | +590.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling