+8.6%
VRT vs COMP
+13.3%
-4.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.3% | -2.4% |
| 7D | -17.7% | +7.2% | -24.9% | -18.0% |
| 30D | -20.0% | +6.4% | -26.4% | -20.4% |
| 3M | -28.1% | -19.4% | -8.6% | -26.5% |
| 6M | -42.8% | +14.6% | -57.4% | -43.4% |
| YTD | +20.0% | -5.5% | +25.5% | +0.4% |
| All | +8.6% | +13.3% | -4.7% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling