+1,241.6%
VRT vs COMP
-47.7%
+1,289.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.3% |
| 7D | +9.1% | +1.4% | +7.8% | +8.9% |
| 30D | +0.9% | -13.3% | +14.3% | +3.3% |
| 3M | -13.4% | +41.1% | -54.5% | -19.0% |
| 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% | +107.3% |
| 3Y | +606.2% | +215.9% | +390.3% | +402.2% |
| 5Y | +899.9% | -31.2% | +931.1% | +772.4% |
| All | +1,241.6% | -47.7% | +1,289.3% | +1,116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling