+8.6%
VRT vs COP
+56.9%
-48.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.0% |
| 7D | -17.7% | -6.1% | -11.6% | -18.8% |
| 30D | -20.0% | +1.1% | -21.1% | -19.3% |
| 3M | -28.1% | +10.9% | -39.0% | -25.6% |
| 6M | -42.8% | +20.8% | -63.6% | -39.3% |
| YTD | +20.0% | +48.0% | -28.1% | +18.6% |
| All | +8.6% | +56.9% | -48.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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