+109.6%
VRT vs AME
+26.4%
+83.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -8.7% |
| 7D | +2.4% | +1.3% | +1.1% | +0.8% |
| 30D | -2.7% | -6.6% | +3.9% | +7.1% |
| 3M | -9.2% | +3.0% | -12.1% | -10.3% |
| 6M | -0.5% | +5.3% | -5.8% | -3.9% |
| YTD | +62.3% | +15.4% | +46.9% | +47.9% |
| 1Y | +109.6% | +26.8% | +82.8% | +88.8% |
| All | +109.6% | +26.4% | +83.2% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling