+2,723.0%
VRT vs AME
+228.1%
+2,494.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.0% |
| 7D | +9.1% | +0.6% | +8.5% | +8.6% |
| 30D | +0.9% | -6.7% | +7.6% | +7.4% |
| 3M | -13.4% | +4.1% | -17.4% | -15.1% |
| 6M | +11.7% | +1.6% | +10.1% | +12.5% |
| YTD | +73.2% | +16.1% | +57.1% | +56.9% |
| 1Y | +123.4% | +27.3% | +96.1% | +87.2% |
| 3Y | +606.2% | +50.9% | +555.3% | +433.4% |
| 5Y | +899.9% | +81.4% | +818.5% | +577.2% |
| All | +2,723.0% | +228.1% | +2,494.9% | +1,308.9% |
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