+23.6%
VRT vs COMP
+7.7%
+15.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.8% |
| 7D | +10.5% | 0.0% | +10.5% | +10.6% |
| 30D | -9.3% | +16.6% | -25.9% | -10.7% |
| 3M | -29.6% | -23.5% | -6.1% | -27.6% |
| 6M | -45.4% | +25.7% | -71.1% | -46.4% |
| YTD | +24.8% | -3.4% | +28.2% | +4.7% |
| 1Y | +23.6% | +7.6% | +16.0% | +2.7% |
| All | +23.6% | +7.7% | +15.9% | +2.7% |
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