+2,397.0%
VRT vs AU
+1,321.6%
+1,075.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -5.1% |
| 7D | -7.7% | -7.0% | -0.7% | -6.8% |
| 30D | -12.0% | +7.3% | -19.2% | -12.9% |
| 3M | -11.7% | +33.2% | -44.9% | -15.4% |
| 6M | -8.1% | -0.6% | -7.5% | -8.9% |
| YTD | +53.2% | +26.2% | +27.1% | +47.9% |
| 1Y | +81.7% | +68.3% | +13.4% | +70.0% |
| 3Y | +535.3% | +592.1% | -56.8% | +406.4% |
| 5Y | +916.4% | +685.3% | +231.1% | +669.2% |
| All | +2,397.0% | +1,321.6% | +1,075.3% | +1,866.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling