+227.7%
VRT vs AS
+137.8%
+90.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.5% |
| 7D | -17.7% | +4.5% | -22.2% | -19.0% |
| 30D | -20.0% | +13.2% | -33.2% | -23.7% |
| 3M | -28.1% | -11.9% | -16.2% | -25.4% |
| 6M | -42.8% | -11.6% | -31.3% | -41.3% |
| YTD | +20.0% | -14.7% | +34.7% | +24.0% |
| 1Y | +3.5% | +5.7% | -2.2% | -1.4% |
| All | +227.7% | +137.8% | +90.0% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling