+379.7%
VRT vs ED
+50.2%
+329.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -2.1% |
| 7D | +10.5% | +2.1% | +8.4% | +13.2% |
| 30D | -9.3% | +10.4% | -19.7% | +2.4% |
| 3M | -29.6% | +12.5% | -42.1% | -19.1% |
| 6M | -45.4% | +14.9% | -60.3% | -34.9% |
| YTD | +24.8% | +24.8% | 0.0% | +63.7% |
| 1Y | +23.6% | +23.8% | -0.2% | +61.7% |
| 3Y | +379.7% | +51.6% | +328.0% | +685.1% |
| All | +379.7% | +50.2% | +329.5% | +685.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling