+2,486.9%
VRT vs AMCR
+13.9%
+2,473.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.3% |
| 7D | -8.4% | -6.3% | -2.1% | -5.5% |
| 30D | -10.9% | -7.8% | -3.1% | -7.6% |
| 3M | -13.7% | +7.5% | -21.2% | -17.5% |
| 6M | -4.1% | +2.7% | -6.8% | -6.7% |
| YTD | +58.7% | +6.0% | +52.7% | +50.9% |
| 1Y | +89.6% | +7.8% | +81.8% | +78.2% |
| 3Y | +558.1% | +5.8% | +552.4% | +496.2% |
| 5Y | +953.0% | -11.6% | +964.6% | +975.1% |
| All | +2,486.9% | +13.9% | +2,473.0% | +1,862.5% |
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