+1,855.0%
VRT vs COO
-1.9%
+1,856.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.9% |
| 7D | -17.7% | +4.5% | -22.2% | -19.5% |
| 30D | -20.0% | +16.9% | -36.9% | -26.2% |
| 3M | -28.1% | -16.7% | -11.4% | -22.8% |
| 6M | -42.8% | +5.9% | -48.8% | -46.5% |
| YTD | +20.0% | -22.4% | +42.4% | +31.8% |
| 1Y | +3.5% | -10.1% | +13.6% | +5.1% |
| 3Y | +366.1% | -22.8% | +388.9% | +371.0% |
| 5Y | +632.2% | -41.4% | +673.6% | +762.8% |
| All | +1,855.0% | -1.9% | +1,856.8% | +1,745.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling