+13.8%
VRT vs EL
+25.6%
-11.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.3% | -19.2% | -13.4% |
| 7D | -15.4% | +2.5% | -17.9% | -15.5% |
| 30D | -19.0% | +20.1% | -39.0% | -20.7% |
| 3M | -23.8% | +29.3% | -53.1% | -26.2% |
| 6M | -37.9% | +38.8% | -76.6% | -41.1% |
| YTD | +27.0% | +8.1% | +18.9% | +24.6% |
| 1Y | +13.8% | +22.3% | -8.5% | +8.5% |
| All | +13.8% | +25.6% | -11.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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