+2,486.9%
VRT vs BG
+137.0%
+2,349.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.2% |
| 7D | -8.4% | +3.1% | -11.5% | -9.4% |
| 30D | -10.9% | +10.2% | -21.1% | -14.1% |
| 3M | -13.7% | -1.7% | -12.0% | -13.4% |
| 6M | -4.1% | +1.0% | -5.1% | -5.1% |
| YTD | +58.7% | +39.9% | +18.8% | +40.6% |
| 1Y | +89.6% | +53.2% | +36.4% | +61.2% |
| 3Y | +558.1% | +16.3% | +541.9% | +501.3% |
| 5Y | +953.0% | +83.9% | +869.1% | +664.8% |
| All | +2,486.9% | +137.0% | +2,349.8% | +1,183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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