+81.7%
VRT vs BR
-31.2%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -7.7% | -6.0% | -1.7% | -11.7% |
| 30D | -12.0% | -0.9% | -11.1% | -12.1% |
| 3M | -11.7% | +16.4% | -28.1% | +1.6% |
| 6M | -8.1% | -8.2% | +0.1% | -12.1% |
| YTD | +53.2% | -23.2% | +76.4% | +35.5% |
| 1Y | +81.7% | -30.9% | +112.6% | +59.6% |
| All | +81.7% | -31.2% | +112.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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