+916.4%
VRT vs AMCR
-9.6%
+926.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -7.7% | -5.0% | -2.7% | -5.5% |
| 30D | -12.0% | -8.0% | -4.0% | -8.7% |
| 3M | -11.7% | +14.3% | -25.9% | -18.0% |
| 6M | -8.1% | +5.3% | -13.4% | -11.6% |
| YTD | +53.2% | +7.7% | +45.5% | +44.6% |
| 1Y | +81.7% | +10.8% | +70.8% | +68.2% |
| 3Y | +535.3% | +9.6% | +525.7% | +445.4% |
| 5Y | +916.4% | -10.2% | +926.6% | +928.8% |
| All | +916.4% | -9.6% | +926.0% | +928.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling