+346.3%
VRT vs COMP
+309.8%
+36.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.2% | -5.9% | -13.1% |
| 7D | -28.1% | -1.8% | -26.3% | -28.0% |
| 30D | -30.2% | -0.8% | -29.4% | -30.3% |
| 3M | -36.4% | -28.1% | -8.3% | -34.2% |
| 6M | -48.2% | +27.0% | -75.1% | -50.1% |
| YTD | +9.2% | -12.8% | +21.9% | +7.4% |
| 1Y | -7.2% | +4.9% | -12.1% | -11.0% |
| All | +346.3% | +309.8% | +36.5% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling