+373.2%
VRT vs AS
+120.4%
+252.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.1% |
| 7D | +9.1% | -4.9% | +14.0% | +11.0% |
| 30D | +0.9% | -19.6% | +20.5% | +8.6% |
| 3M | -13.4% | -14.4% | +1.0% | -9.4% |
| 6M | +11.7% | -20.1% | +31.8% | +19.3% |
| YTD | +73.2% | -20.9% | +94.2% | +84.6% |
| 1Y | +123.4% | -21.9% | +145.3% | +138.0% |
| All | +373.2% | +120.4% | +252.9% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling