+379.7%
VRT vs EL
+3.0%
+376.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | +10.5% | +1.5% | +9.0% | +10.2% |
| 30D | -9.3% | +10.0% | -19.3% | -11.0% |
| 3M | -29.6% | +28.4% | -58.0% | -33.3% |
| 6M | -45.4% | +37.1% | -82.4% | -49.2% |
| YTD | +24.8% | +7.8% | +17.0% | +21.0% |
| 1Y | +23.6% | +26.0% | -2.4% | +15.7% |
| 3Y | +379.7% | +3.8% | +375.8% | +300.7% |
| All | +379.7% | +3.0% | +376.7% | +300.7% |
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