+123.4%
VRT vs AR
+22.7%
+100.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +9.1% | +2.5% | +6.6% | +9.1% |
| 30D | +0.9% | +14.8% | -13.9% | +0.7% |
| 3M | -13.4% | +6.2% | -19.6% | -12.8% |
| 6M | +11.7% | +4.3% | +7.4% | +11.4% |
| YTD | +73.2% | +14.4% | +58.9% | +66.2% |
| 1Y | +123.4% | +21.3% | +102.1% | +112.3% |
| All | +123.4% | +22.7% | +100.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling