+682.7%
VRT vs AR
+99.2%
+583.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +18.6% | +6.4% | +12.2% | +16.6% |
| 30D | -11.7% | +3.1% | -14.8% | -12.3% |
| 3M | -27.3% | +3.3% | -30.6% | -28.2% |
| 6M | -42.9% | +6.6% | -49.4% | -44.5% |
| YTD | +29.5% | +12.3% | +17.2% | +22.1% |
| 1Y | +21.0% | +12.3% | +8.7% | +14.0% |
| 3Y | +403.1% | +50.4% | +352.7% | +357.9% |
| All | +682.7% | +99.2% | +583.4% | +689.7% |
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