+2,723.0%
VRT vs BR
+78.0%
+2,645.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.7% | +5.6% |
| 7D | +9.1% | -5.3% | +14.4% | +11.3% |
| 30D | +0.9% | +6.4% | -5.5% | -1.9% |
| 3M | -13.4% | +13.6% | -27.0% | -18.7% |
| 6M | +11.7% | -6.7% | +18.4% | +13.1% |
| YTD | +73.2% | -21.1% | +94.3% | +89.2% |
| 1Y | +123.4% | -29.6% | +153.0% | +158.4% |
| 3Y | +606.2% | -2.4% | +608.5% | +569.9% |
| 5Y | +899.9% | +11.2% | +888.7% | +764.2% |
| All | +2,723.0% | +78.0% | +2,645.0% | +1,907.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling