+1,740.6%
VRT vs B
+350.7%
+1,389.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.4% |
| 7D | -21.4% | +9.6% | -30.9% | -23.2% |
| 30D | -25.8% | +3.5% | -29.3% | -26.6% |
| 3M | -33.5% | -1.6% | -31.9% | -33.7% |
| 6M | -49.0% | -1.7% | -47.4% | -49.2% |
| YTD | +12.9% | -5.3% | +18.3% | +13.4% |
| 1Y | 0.0% | +27.2% | -27.2% | -4.6% |
| 3Y | +361.8% | +166.1% | +195.7% | +286.6% |
| 5Y | +565.1% | +136.5% | +428.6% | +452.6% |
| All | +1,740.6% | +350.7% | +1,389.9% | +1,390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling