+1,934.0%
VRT vs AON
+155.7%
+1,778.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.0% |
| 7D | +10.5% | +1.0% | +9.5% | +10.2% |
| 30D | -9.3% | +23.2% | -32.5% | -14.9% |
| 3M | -29.6% | -5.0% | -24.6% | -29.0% |
| 6M | -45.4% | +9.3% | -54.7% | -48.1% |
| YTD | +24.8% | -3.4% | +28.2% | +22.3% |
| 1Y | +23.6% | -2.9% | +26.5% | +20.6% |
| 3Y | +379.7% | +3.6% | +376.0% | +340.1% |
| 5Y | +660.3% | +16.9% | +643.5% | +553.1% |
| All | +1,934.0% | +155.7% | +1,778.3% | +1,273.1% |
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