+977.6%
VRT vs COO
-52.5%
+1,030.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -8.4% | -22.5% | +14.2% | +1.9% |
| 30D | -10.9% | -29.7% | +18.9% | +3.1% |
| 3M | -13.7% | -20.1% | +6.5% | -6.4% |
| 6M | -4.1% | -26.9% | +22.8% | +8.1% |
| YTD | +58.7% | -34.2% | +93.0% | +88.4% |
| 1Y | +89.6% | -21.3% | +110.9% | +104.2% |
| 3Y | +558.1% | -38.7% | +596.8% | +637.0% |
| All | +977.6% | -52.5% | +1,030.0% | +1,237.1% |
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 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