+1,678.9%
VRT vs B
+348.2%
+1,330.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.5% | -14.5% | -14.1% |
| 7D | -28.1% | +4.3% | -32.5% | -29.0% |
| 30D | -30.2% | -0.9% | -29.3% | -30.2% |
| 3M | -36.4% | -1.4% | -35.0% | -36.6% |
| 6M | -48.2% | +5.0% | -53.2% | -49.1% |
| YTD | +9.2% | -5.8% | +15.0% | +9.7% |
| 1Y | -7.2% | +25.6% | -32.8% | -11.3% |
| 3Y | +338.7% | +161.6% | +177.1% | +268.3% |
| 5Y | +542.8% | +135.2% | +407.6% | +434.6% |
| All | +1,678.9% | +348.2% | +1,330.7% | +1,341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling