+2,723.0%
VRT vs BG
+129.9%
+2,593.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.8% |
| 7D | +9.1% | +2.8% | +6.3% | +7.9% |
| 30D | +0.9% | +12.0% | -11.1% | -3.4% |
| 3M | -13.4% | -7.7% | -5.7% | -11.1% |
| 6M | +11.7% | +4.5% | +7.2% | +9.3% |
| YTD | +73.2% | +35.7% | +37.5% | +55.2% |
| 1Y | +123.4% | +50.1% | +73.3% | +91.1% |
| 3Y | +606.2% | +12.6% | +593.6% | +552.8% |
| 5Y | +899.9% | +75.4% | +824.5% | +639.9% |
| All | +2,723.0% | +129.9% | +2,593.2% | +1,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling