+1,934.0%
VRT vs BG
+96.8%
+1,837.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.2% |
| 7D | +10.5% | +2.6% | +7.9% | +9.6% |
| 30D | -9.3% | -6.7% | -2.7% | -7.4% |
| 3M | -29.6% | -9.3% | -20.3% | -27.8% |
| 6M | -45.4% | -18.3% | -27.0% | -42.0% |
| YTD | +24.8% | +16.2% | +8.6% | +17.2% |
| 1Y | +23.6% | +7.6% | +16.0% | +19.0% |
| 3Y | +379.7% | +6.6% | +373.1% | +345.4% |
| 5Y | +660.3% | +22.2% | +638.1% | +547.1% |
| All | +1,934.0% | +96.8% | +1,837.1% | +969.8% |
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 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