+2,010.2%
VRT vs AME
+233.2%
+1,777.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.0% |
| 7D | +18.6% | +8.1% | +10.5% | +10.8% |
| 30D | -11.7% | -3.8% | -7.9% | -7.1% |
| 3M | -27.3% | -6.6% | -20.7% | -21.2% |
| 6M | -42.9% | +4.6% | -47.4% | -43.2% |
| YTD | +29.5% | +17.9% | +11.6% | +17.9% |
| 1Y | +21.0% | +23.2% | -2.2% | +6.6% |
| 3Y | +403.1% | +62.9% | +340.2% | +264.6% |
| 5Y | +688.8% | +77.5% | +611.3% | +447.6% |
| All | +2,010.2% | +233.2% | +1,777.0% | +959.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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