+567.3%
VRT vs AME
+66.2%
+501.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | -0.2% |
| 7D | -21.4% | -5.2% | -16.2% | -14.0% |
| 30D | -25.8% | -8.0% | -17.8% | -14.9% |
| 3M | -33.5% | -8.9% | -24.6% | -22.4% |
| 6M | -49.0% | -5.0% | -44.0% | -43.1% |
| YTD | +12.9% | +11.9% | +1.1% | +2.0% |
| 1Y | 0.0% | +16.6% | -16.6% | -14.3% |
| 3Y | +361.8% | +62.5% | +299.3% | +140.9% |
| All | +567.3% | +66.2% | +501.1% | +207.3% |
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