+905.2%
VRT vs COMP
-31.2%
+936.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.3% |
| 7D | +9.1% | +1.4% | +7.8% | +8.8% |
| 30D | +0.9% | -13.3% | +14.3% | +3.3% |
| 3M | -13.4% | +41.1% | -54.5% | -19.1% |
| 6M | +11.7% | +17.2% | -5.5% | +6.6% |
| YTD | +73.2% | +5.2% | +68.0% | +66.3% |
| 1Y | +123.4% | +18.9% | +104.5% | +107.1% |
| 3Y | +606.2% | +215.9% | +390.3% | +400.0% |
| All | +905.2% | -31.2% | +936.4% | +813.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling