+2,545.5%
VRT vs EL
-18.4%
+2,563.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -8.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.3% |
| 30D | -2.7% | +13.7% | -16.3% | -7.4% |
| 3M | -9.2% | +14.5% | -23.7% | -14.2% |
| 6M | -0.5% | +7.4% | -7.9% | -5.2% |
| YTD | +62.3% | -4.7% | +67.0% | +59.7% |
| 1Y | +109.6% | +12.9% | +96.6% | +92.2% |
| 3Y | +573.1% | -32.2% | +605.3% | +591.1% |
| 5Y | +953.6% | -68.4% | +1,022.0% | +1,422.9% |
| All | +2,545.5% | -18.4% | +2,563.9% | +2,850.7% |
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