+2,010.2%
VRT vs EL
-8.7%
+2,018.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +18.6% | +2.7% | +16.0% | +17.7% |
| 30D | -11.7% | +10.8% | -22.5% | -14.9% |
| 3M | -27.3% | +26.5% | -53.7% | -33.6% |
| 6M | -42.9% | +31.1% | -74.0% | -49.0% |
| YTD | +29.5% | +6.6% | +22.9% | +22.1% |
| 1Y | +21.0% | +21.8% | -0.8% | +8.6% |
| 3Y | +403.1% | +1.8% | +401.4% | +337.8% |
| 5Y | +688.8% | -65.6% | +754.4% | +1,005.0% |
| All | +2,010.2% | -8.7% | +2,018.9% | +2,156.0% |
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