+953.6%
VRT vs BG
+84.9%
+868.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -2.7% | +10.3% | -13.0% | -5.4% |
| 3M | -9.2% | -1.9% | -7.3% | -8.9% |
| 6M | -0.5% | +5.2% | -5.8% | -2.2% |
| YTD | +62.3% | +41.2% | +21.2% | +48.7% |
| 1Y | +109.6% | +50.5% | +59.0% | +87.7% |
| 3Y | +573.1% | +19.9% | +553.2% | +534.6% |
| 5Y | +953.6% | +86.7% | +866.9% | +736.5% |
| All | +953.6% | +84.9% | +868.7% | +736.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling