+654.4%
VRT vs BG
+21.9%
+632.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.0% |
| 7D | +10.5% | +2.6% | +7.9% | +9.9% |
| 30D | -9.3% | -6.7% | -2.7% | -7.8% |
| 3M | -29.6% | -9.3% | -20.3% | -28.2% |
| 6M | -45.4% | -18.3% | -27.0% | -42.7% |
| YTD | +24.8% | +16.2% | +8.6% | +19.9% |
| 1Y | +23.6% | +7.6% | +16.0% | +20.8% |
| 3Y | +379.7% | +6.6% | +373.1% | +357.9% |
| All | +654.4% | +21.9% | +632.5% | +553.7% |
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