+567.3%
VRT vs COO
-41.6%
+608.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | -21.4% | +4.7% | -26.1% | -23.1% |
| 30D | -25.8% | +13.9% | -39.7% | -30.3% |
| 3M | -33.5% | -14.9% | -18.6% | -29.7% |
| 6M | -49.0% | +2.0% | -51.1% | -51.3% |
| YTD | +12.9% | -23.9% | +36.9% | +25.0% |
| 1Y | 0.0% | -9.6% | +9.6% | +1.3% |
| 3Y | +361.8% | -25.4% | +387.2% | +361.6% |
| All | +567.3% | -41.6% | +608.9% | +676.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling