+905.2%
VRT vs AME
+82.5%
+822.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +2.3% |
| 7D | +9.1% | +0.6% | +8.5% | +8.2% |
| 30D | +0.9% | -6.7% | +7.6% | +11.1% |
| 3M | -13.4% | +4.1% | -17.4% | -16.5% |
| 6M | +11.7% | +1.6% | +10.1% | +11.8% |
| YTD | +73.2% | +16.1% | +57.1% | +45.8% |
| 1Y | +123.4% | +27.3% | +96.1% | +64.9% |
| 3Y | +606.2% | +50.9% | +555.3% | +315.7% |
| All | +905.2% | +82.5% | +822.8% | +319.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling