0.0%
VRT vs B
+25.9%
-25.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.2% |
| 7D | -21.4% | +9.6% | -30.9% | -25.0% |
| 30D | -25.8% | +3.5% | -29.3% | -27.1% |
| 3M | -33.5% | -1.6% | -31.9% | -33.9% |
| 6M | -49.0% | -1.7% | -47.4% | -49.7% |
| YTD | +12.9% | -5.3% | +18.3% | +11.0% |
| 1Y | 0.0% | +27.2% | -27.2% | -17.2% |
| All | 0.0% | +25.9% | -25.8% | -17.2% |
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