+123.4%
VRT vs EL
+14.8%
+108.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +4.0% |
| 7D | +9.1% | +0.8% | +8.3% | +9.0% |
| 30D | +0.9% | +19.8% | -18.9% | -1.2% |
| 3M | -13.4% | +25.7% | -39.1% | -16.0% |
| 6M | +11.7% | +5.4% | +6.2% | +11.4% |
| YTD | +73.2% | +0.2% | +73.0% | +73.3% |
| 1Y | +123.4% | +20.4% | +103.0% | +125.1% |
| All | +123.4% | +14.8% | +108.7% | +125.1% |
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