+81.7%
VRT vs BG
+52.8%
+28.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.8% |
| 7D | -7.7% | +3.7% | -11.4% | -8.5% |
| 30D | -12.0% | +12.3% | -24.3% | -14.7% |
| 3M | -11.7% | -2.2% | -9.5% | -11.5% |
| 6M | -8.1% | +5.3% | -13.4% | -9.3% |
| YTD | +53.2% | +42.4% | +10.8% | +54.4% |
| 1Y | +81.7% | +55.2% | +26.5% | +85.8% |
| All | +81.7% | +52.8% | +28.9% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling