+2,010.2%
VRT vs EAT
+370.2%
+1,640.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +18.6% | -7.1% | +25.7% | +21.2% |
| 30D | -11.7% | -2.3% | -9.3% | -11.2% |
| 3M | -27.3% | -19.6% | -7.6% | -22.8% |
| 6M | -42.9% | +46.0% | -88.9% | -50.0% |
| YTD | +29.5% | +37.7% | -8.2% | +14.7% |
| 1Y | +21.0% | +73.8% | -52.7% | -0.6% |
| 3Y | +403.1% | +482.1% | -78.9% | +179.3% |
| 5Y | +688.8% | +362.5% | +326.4% | +348.6% |
| All | +2,010.2% | +370.2% | +1,640.0% | +710.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling