+6.8%
VRT vs B
+24.4%
-17.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +7.9% |
| 7D | -10.6% | +11.3% | -21.9% | -14.9% |
| 30D | -17.4% | +2.9% | -20.4% | -18.4% |
| 3M | -26.4% | -2.9% | -23.5% | -25.8% |
| 6M | -41.0% | -1.2% | -39.8% | -41.6% |
| YTD | +23.8% | -1.3% | +25.2% | +20.2% |
| All | +6.8% | +24.4% | -17.5% | -7.6% |
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