+2,723.0%
VRT vs ED
+85.4%
+2,637.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.2% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +0.9% | -0.1% | +1.1% | +0.9% |
| 3M | -13.4% | +3.9% | -17.3% | -12.9% |
| 6M | +11.7% | -3.0% | +14.7% | +11.6% |
| YTD | +73.2% | +10.7% | +62.5% | +75.4% |
| 1Y | +123.4% | +13.3% | +110.1% | +126.9% |
| 3Y | +606.2% | +34.5% | +571.7% | +603.3% |
| 5Y | +899.9% | +67.1% | +832.8% | +877.3% |
| All | +2,723.0% | +85.4% | +2,637.7% | +2,608.6% |
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 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