+6.8%
VRT vs EL
+30.3%
-23.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.8% | +9.3% |
| 7D | -10.6% | +8.0% | -18.6% | -11.2% |
| 30D | -17.4% | +15.4% | -32.8% | -18.7% |
| 3M | -26.4% | +28.5% | -54.9% | -28.4% |
| 6M | -41.0% | +32.2% | -73.2% | -43.1% |
| YTD | +23.8% | +9.2% | +14.6% | +21.4% |
| All | +6.8% | +30.3% | -23.4% | -0.1% |
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