+1,740.6%
VRT vs AME
+216.1%
+1,524.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +1.1% |
| 7D | -21.4% | -5.2% | -16.2% | -16.6% |
| 30D | -25.8% | -8.0% | -17.8% | -18.8% |
| 3M | -33.5% | -8.9% | -24.6% | -26.4% |
| 6M | -49.0% | -5.0% | -44.0% | -44.9% |
| YTD | +12.9% | +11.9% | +1.1% | +7.7% |
| 1Y | 0.0% | +16.6% | -16.6% | -7.5% |
| 3Y | +361.8% | +62.5% | +299.3% | +237.9% |
| 5Y | +565.1% | +67.6% | +497.5% | +384.5% |
| All | +1,740.6% | +216.1% | +1,524.5% | +867.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling