+361.8%
VRT vs COMP
+353.8%
+8.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.3% | +2.3% |
| 7D | -21.4% | +13.4% | -34.8% | -22.5% |
| 30D | -25.8% | +11.1% | -36.9% | -26.9% |
| 3M | -33.5% | -18.8% | -14.7% | -32.2% |
| 6M | -49.0% | +10.5% | -59.5% | -50.0% |
| YTD | +12.9% | -3.4% | +16.4% | +9.8% |
| 1Y | 0.0% | +19.7% | -19.7% | -5.5% |
| 3Y | +361.8% | +381.6% | -19.8% | +257.8% |
| All | +361.8% | +353.8% | +8.0% | +257.8% |
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