+13.8%
VRT vs B
+27.8%
-14.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.3% | -21.2% | -16.4% |
| 7D | -15.4% | +1.1% | -16.5% | -16.1% |
| 30D | -19.0% | +0.3% | -19.3% | -19.2% |
| 3M | -23.8% | +5.4% | -29.3% | -27.1% |
| 6M | -37.9% | +5.5% | -43.4% | -41.2% |
| YTD | +27.0% | -6.3% | +33.3% | +24.6% |
| 1Y | +13.8% | +29.4% | -15.6% | -10.5% |
| All | +13.8% | +27.8% | -14.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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