+1,934.0%
VRT vs B
+317.7%
+1,616.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.5% |
| 7D | +10.5% | -7.3% | +17.8% | +12.3% |
| 30D | -9.3% | -3.3% | -6.0% | -8.9% |
| 3M | -29.6% | -7.8% | -21.8% | -28.7% |
| 6M | -45.4% | -15.5% | -29.8% | -43.8% |
| YTD | +24.8% | -12.3% | +37.1% | +27.4% |
| 1Y | +23.6% | +5.4% | +18.2% | +22.2% |
| 3Y | +379.7% | +165.5% | +214.1% | +303.7% |
| 5Y | +660.3% | +107.0% | +553.3% | +547.3% |
| All | +1,934.0% | +317.7% | +1,616.3% | +1,573.9% |
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