+1,855.0%
VRT vs B
+341.0%
+1,513.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -1.8% |
| 7D | -17.7% | +7.1% | -24.8% | -19.1% |
| 30D | -20.0% | -3.3% | -16.7% | -19.6% |
| 3M | -28.1% | -2.5% | -25.5% | -28.0% |
| 6M | -42.8% | -7.2% | -35.6% | -42.3% |
| YTD | +20.0% | -7.4% | +27.3% | +21.0% |
| 1Y | +3.5% | +16.4% | -12.9% | +0.4% |
| 3Y | +366.1% | +178.7% | +187.4% | +288.2% |
| 5Y | +632.2% | +121.7% | +510.5% | +515.2% |
| All | +1,855.0% | +341.0% | +1,513.9% | +1,490.9% |
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