+2,723.0%
VRT vs AON
+143.6%
+2,579.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.7% |
| 7D | +9.1% | -9.1% | +18.2% | +11.9% |
| 30D | +0.9% | -10.2% | +11.2% | +3.9% |
| 3M | -13.4% | +0.5% | -13.9% | -15.0% |
| 6M | +11.7% | -4.8% | +16.5% | +10.9% |
| YTD | +73.2% | -8.0% | +81.2% | +72.9% |
| 1Y | +123.4% | -13.1% | +136.5% | +127.4% |
| 3Y | +606.2% | -1.3% | +607.4% | +559.4% |
| 5Y | +899.9% | +14.9% | +885.0% | +762.0% |
| All | +2,723.0% | +143.6% | +2,579.5% | +1,840.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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