0.0%
VRT vs COO
-9.4%
+9.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.4% |
| 7D | -21.4% | +4.7% | -26.1% | -21.3% |
| 30D | -25.8% | +13.9% | -39.7% | -26.4% |
| 3M | -33.5% | -14.9% | -18.6% | -32.9% |
| 6M | -49.0% | +2.0% | -51.1% | -50.1% |
| YTD | +12.9% | -23.9% | +36.9% | +28.5% |
| 1Y | 0.0% | -9.6% | +9.6% | +6.1% |
| All | 0.0% | -9.4% | +9.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling