+654.4%
VRT vs AU
+381.3%
+273.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | +10.5% | -7.2% | +17.7% | +11.9% |
| 30D | -9.3% | -2.9% | -6.4% | -9.0% |
| 3M | -29.6% | -8.7% | -20.9% | -28.8% |
| 6M | -45.4% | -14.1% | -31.2% | -44.6% |
| YTD | +24.8% | +4.8% | +20.0% | +23.3% |
| 1Y | +23.6% | +11.9% | +11.7% | +21.2% |
| 3Y | +379.7% | +513.8% | -134.1% | +289.1% |
| All | +654.4% | +381.3% | +273.1% | +434.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling