+13.8%
VRT vs AU
+42.5%
-28.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.0% | -20.9% | -15.2% |
| 7D | -15.4% | +0.8% | -16.1% | -15.8% |
| 30D | -19.0% | -7.0% | -12.0% | -17.2% |
| 3M | -23.8% | +8.5% | -32.4% | -26.7% |
| 6M | -37.9% | -1.3% | -36.6% | -39.5% |
| YTD | +27.0% | +6.8% | +20.2% | +20.0% |
| 1Y | +13.8% | +44.6% | -30.8% | -1.7% |
| All | +13.8% | +42.5% | -28.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling