+611.0%
VRT vs EL
-29.8%
+640.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.8% |
| 7D | +9.1% | +0.8% | +8.3% | +9.0% |
| 30D | +0.9% | +19.8% | -18.9% | -2.7% |
| 3M | -13.4% | +25.7% | -39.1% | -17.5% |
| 6M | +11.7% | +5.4% | +6.2% | +9.6% |
| YTD | +73.2% | +0.2% | +73.0% | +70.7% |
| 1Y | +123.4% | +20.4% | +103.0% | +111.2% |
| All | +611.0% | -29.8% | +640.8% | +650.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling