+567.3%
VRT vs EL
-66.1%
+633.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +2.8% |
| 7D | -21.4% | +0.8% | -22.1% | -21.6% |
| 30D | -25.8% | +16.5% | -42.3% | -29.7% |
| 3M | -33.5% | +29.2% | -62.7% | -39.7% |
| 6M | -49.0% | +27.9% | -76.9% | -54.1% |
| YTD | +12.9% | +6.2% | +6.8% | +6.8% |
| 1Y | 0.0% | +27.2% | -27.1% | -11.8% |
| 3Y | +361.8% | +3.2% | +358.6% | +290.5% |
| All | +567.3% | -66.1% | +633.5% | +1,037.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling