+6.8%
VRT vs ED
+24.7%
-17.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.8% | +9.5% |
| 7D | -10.6% | -0.1% | -10.5% | -9.9% |
| 30D | -17.4% | +11.6% | -29.0% | -7.2% |
| 3M | -26.4% | +10.5% | -36.9% | -18.4% |
| 6M | -41.0% | +13.2% | -54.2% | -32.6% |
| YTD | +23.8% | +22.1% | +1.7% | +56.4% |
| All | +6.8% | +24.7% | -17.9% | +41.0% |
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