+2,723.0%
VRT vs AMCR
+21.5%
+2,701.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +9.1% | -1.9% | +11.0% | +10.0% |
| 30D | +0.9% | -4.1% | +5.0% | +2.6% |
| 3M | -13.4% | +21.7% | -35.1% | -22.1% |
| 6M | +11.7% | +1.5% | +10.2% | +9.3% |
| YTD | +73.2% | +13.1% | +60.1% | +59.6% |
| 1Y | +123.4% | +16.5% | +106.9% | +102.1% |
| 3Y | +606.2% | +10.3% | +595.9% | +528.5% |
| 5Y | +899.9% | -7.7% | +907.6% | +899.5% |
| All | +2,723.0% | +21.5% | +2,701.6% | +1,976.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling