+13.8%
VRT vs ED
+27.1%
-13.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.0% | -15.9% | -9.5% |
| 7D | -15.4% | +5.4% | -20.8% | -9.9% |
| 30D | -19.0% | +16.4% | -35.3% | -4.9% |
| 3M | -23.8% | +11.9% | -35.7% | -14.2% |
| 6M | -37.9% | +11.6% | -49.4% | -28.9% |
| YTD | +27.0% | +24.1% | +2.9% | +67.1% |
| 1Y | +13.8% | +26.9% | -13.1% | +57.9% |
| All | +13.8% | +27.1% | -13.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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