+2,723.0%
VRT vs AR
+104.6%
+2,618.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +9.1% | +2.5% | +6.6% | +8.7% |
| 30D | +0.9% | +14.8% | -13.9% | -1.2% |
| 3M | -13.4% | +6.2% | -19.6% | -14.5% |
| 6M | +11.7% | +4.3% | +7.4% | +10.1% |
| YTD | +73.2% | +14.4% | +58.9% | +68.0% |
| 1Y | +123.4% | +21.3% | +102.1% | +114.3% |
| 3Y | +606.2% | +39.8% | +566.4% | +571.8% |
| 5Y | +899.9% | +142.1% | +757.8% | +789.3% |
| All | +2,723.0% | +104.6% | +2,618.4% | +1,692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling