+379.7%
VRT vs AME
+64.2%
+315.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.2% |
| 7D | +10.5% | +5.9% | +4.6% | +2.4% |
| 30D | -9.3% | -1.9% | -7.4% | -5.2% |
| 3M | -29.6% | -5.4% | -24.2% | -22.6% |
| 6M | -45.4% | +4.9% | -50.3% | -46.5% |
| YTD | +24.8% | +18.5% | +6.4% | +7.1% |
| 1Y | +23.6% | +25.5% | -1.8% | -0.5% |
| 3Y | +379.7% | +63.0% | +316.6% | +194.0% |
| All | +379.7% | +64.2% | +315.4% | +194.0% |
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