+1,917.9%
VRT vs ED
+104.6%
+1,813.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.8% | +9.6% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -17.4% | +11.6% | -29.0% | -15.9% |
| 3M | -26.4% | +10.5% | -36.9% | -25.2% |
| 6M | -41.0% | +13.2% | -54.2% | -39.8% |
| YTD | +23.8% | +22.1% | +1.7% | +27.4% |
| 1Y | +11.6% | +24.2% | -12.5% | +15.1% |
| 3Y | +403.5% | +46.9% | +356.6% | +410.5% |
| 5Y | +647.0% | +80.8% | +566.2% | +643.1% |
| All | +1,917.9% | +104.6% | +1,813.3% | +1,867.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling