+1,740.6%
VRT vs ED
+104.8%
+1,635.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.8% | +3.1% |
| 7D | -21.4% | +1.6% | -23.0% | -21.0% |
| 30D | -25.8% | +13.3% | -39.1% | -24.3% |
| 3M | -33.5% | +9.7% | -43.2% | -32.5% |
| 6M | -49.0% | +12.8% | -61.8% | -48.0% |
| YTD | +12.9% | +22.3% | -9.4% | +16.2% |
| 1Y | 0.0% | +26.3% | -26.3% | +3.3% |
| 3Y | +361.8% | +45.0% | +316.8% | +369.2% |
| 5Y | +565.1% | +80.2% | +485.0% | +562.0% |
| All | +1,740.6% | +104.8% | +1,635.8% | +1,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling