+361.8%
VRT vs AME
+62.2%
+299.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | 0.0% |
| 7D | -21.4% | -5.2% | -16.2% | -14.3% |
| 30D | -25.8% | -8.0% | -17.8% | -15.5% |
| 3M | -33.5% | -8.9% | -24.6% | -23.0% |
| 6M | -49.0% | -5.0% | -44.0% | -43.2% |
| YTD | +12.9% | +11.9% | +1.1% | +4.6% |
| 1Y | 0.0% | +16.6% | -16.6% | -11.4% |
| 3Y | +361.8% | +62.5% | +299.3% | +191.2% |
| All | +361.8% | +62.2% | +299.6% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling