+619.5%
VRT vs COO
-23.4%
+642.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +4.5% |
| 7D | +9.1% | -2.2% | +11.3% | +9.4% |
| 30D | +0.9% | -7.0% | +7.9% | +1.7% |
| 3M | -13.4% | +12.2% | -25.6% | -15.4% |
| 6M | +11.7% | -15.1% | +26.8% | +15.2% |
| YTD | +73.2% | -15.1% | +88.3% | +78.7% |
| 1Y | +123.4% | +2.3% | +121.1% | +123.1% |
| All | +619.5% | -23.4% | +642.9% | +613.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling