+774.7%
VRT vs COMP
-52.0%
+826.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.3% | +1.6% |
| 7D | -21.4% | +13.4% | -34.8% | -23.2% |
| 30D | -25.8% | +11.1% | -36.9% | -27.6% |
| 3M | -33.5% | -18.8% | -14.7% | -31.6% |
| 6M | -49.0% | +10.5% | -59.5% | -50.7% |
| YTD | +12.9% | -3.4% | +16.4% | +9.4% |
| 1Y | 0.0% | +19.7% | -19.7% | -7.2% |
| 3Y | +361.8% | +381.6% | -19.8% | +199.3% |
| 5Y | +565.1% | -17.6% | +582.7% | +459.6% |
| All | +774.7% | -52.0% | +826.7% | +700.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling