+567.3%
VRT vs ALM
+396.4%
+170.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +3.2% |
| 7D | -21.4% | -6.7% | -14.7% | -20.7% |
| 30D | -25.8% | -32.9% | +7.1% | -22.5% |
| 3M | -33.5% | -39.5% | +6.0% | -30.0% |
| 6M | -49.0% | -62.0% | +13.0% | -44.5% |
| YTD | +12.9% | -7.8% | +20.8% | +16.2% |
| 1Y | 0.0% | +26.7% | -26.7% | +1.2% |
| 3Y | +361.8% | +825.4% | -463.5% | +319.7% |
| All | +567.3% | +396.4% | +170.9% | +529.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling