+1,740.6%
VRT vs COP
+149.5%
+1,591.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -21.4% | -11.5% | -9.8% | -18.4% |
| 30D | -25.8% | +5.0% | -30.8% | -26.9% |
| 3M | -33.5% | +17.5% | -51.0% | -36.9% |
| 6M | -49.0% | +16.2% | -65.3% | -51.8% |
| YTD | +12.9% | +48.8% | -35.8% | -2.8% |
| 1Y | 0.0% | +64.1% | -64.1% | -16.9% |
| 3Y | +361.8% | +25.7% | +336.1% | +313.6% |
| 5Y | +565.1% | +114.4% | +450.8% | +389.5% |
| All | +1,740.6% | +149.5% | +1,591.1% | +803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling