+1,917.9%
VRT vs B
+369.7%
+1,548.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +8.7% |
| 7D | -10.6% | +11.3% | -21.9% | -12.9% |
| 30D | -17.4% | +2.9% | -20.4% | -18.1% |
| 3M | -26.4% | -2.9% | -23.5% | -26.2% |
| 6M | -41.0% | -1.2% | -39.8% | -41.3% |
| YTD | +23.8% | -1.3% | +25.2% | +23.3% |
| 1Y | +11.6% | +30.4% | -18.8% | +5.9% |
| 3Y | +403.5% | +195.3% | +208.2% | +314.1% |
| 5Y | +647.0% | +146.2% | +500.8% | +515.6% |
| All | +1,917.9% | +369.7% | +1,548.2% | +1,520.0% |
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