+3.5%
VRT vs EL
+30.6%
-27.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.1% |
| 7D | -17.7% | +7.6% | -25.3% | -18.2% |
| 30D | -20.0% | +15.7% | -35.7% | -21.2% |
| 3M | -28.1% | +30.5% | -58.6% | -30.2% |
| 6M | -42.8% | +32.5% | -75.4% | -44.9% |
| YTD | +20.0% | +9.4% | +10.5% | +17.6% |
| 1Y | +3.5% | +28.4% | -24.8% | -3.2% |
| All | +3.5% | +30.6% | -27.1% | -3.2% |
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