+567.3%
VRT vs AR
+71.8%
+495.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -21.4% | -14.3% | -7.1% | -17.9% |
| 30D | -25.8% | +1.4% | -27.2% | -26.0% |
| 3M | -33.5% | +3.4% | -36.9% | -34.4% |
| 6M | -49.0% | -2.1% | -47.0% | -49.3% |
| YTD | +12.9% | +4.7% | +8.2% | +8.6% |
| 1Y | 0.0% | +10.6% | -10.6% | -5.7% |
| 3Y | +361.8% | +24.6% | +337.2% | +336.8% |
| All | +567.3% | +71.8% | +495.5% | +588.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling