+1,917.9%
VRT vs EL
-6.5%
+1,924.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.8% | +8.7% |
| 7D | -10.6% | +8.0% | -18.6% | -12.9% |
| 30D | -17.4% | +15.4% | -32.8% | -21.5% |
| 3M | -26.4% | +28.5% | -54.9% | -33.1% |
| 6M | -41.0% | +32.2% | -73.2% | -47.5% |
| YTD | +23.8% | +9.2% | +14.6% | +15.9% |
| 1Y | +11.6% | +30.8% | -19.2% | -2.3% |
| 3Y | +403.5% | +3.7% | +399.8% | +335.9% |
| 5Y | +647.0% | -64.8% | +711.8% | +939.3% |
| All | +1,917.9% | -6.5% | +1,924.4% | +2,041.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling