-45.5%
VRT vs COO
+6.2%
-51.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +10.3% |
| 7D | -10.6% | +4.3% | -14.9% | -9.2% |
| 30D | -17.4% | +17.6% | -35.0% | -14.5% |
| 3M | -26.4% | -13.9% | -12.5% | -31.8% |
| All | -45.5% | +6.2% | -51.7% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling