+1,934.0%
VRT vs AR
+101.1%
+1,832.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | +7.4% | +3.1% | +9.4% |
| 30D | -9.3% | +5.8% | -15.1% | -10.0% |
| 3M | -29.6% | +5.2% | -34.8% | -30.2% |
| 6M | -45.4% | +5.4% | -50.8% | -46.1% |
| YTD | +24.8% | +12.4% | +12.4% | +21.2% |
| 1Y | +23.6% | +12.8% | +10.8% | +19.9% |
| 3Y | +379.7% | +47.2% | +332.5% | +354.5% |
| 5Y | +660.3% | +101.1% | +559.2% | +590.0% |
| All | +1,934.0% | +101.1% | +1,832.8% | +1,193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling