+1,934.0%
VRT vs AMCR
+17.9%
+1,916.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | -2.4% | +12.9% | +11.7% |
| 30D | -9.3% | +3.6% | -12.9% | -11.4% |
| 3M | -29.6% | -4.2% | -25.4% | -28.8% |
| 6M | -45.4% | +15.5% | -60.9% | -50.1% |
| YTD | +24.8% | +9.7% | +15.1% | +15.9% |
| 1Y | +23.6% | +8.3% | +15.3% | +15.4% |
| 3Y | +379.7% | +15.4% | +364.3% | +311.5% |
| 5Y | +660.3% | -9.1% | +669.4% | +661.3% |
| All | +1,934.0% | +17.9% | +1,916.1% | +1,407.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling