+2,723.0%
VRT vs EL
-14.2%
+2,737.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.4% |
| 7D | +9.1% | +0.8% | +8.3% | +8.8% |
| 30D | +0.9% | +19.8% | -18.9% | -5.7% |
| 3M | -13.4% | +25.7% | -39.1% | -20.8% |
| 6M | +11.7% | +5.4% | +6.2% | +7.3% |
| YTD | +73.2% | +0.2% | +73.0% | +67.5% |
| 1Y | +123.4% | +20.4% | +103.0% | +100.3% |
| 3Y | +606.2% | -32.1% | +638.3% | +630.3% |
| 5Y | +899.9% | -67.2% | +967.1% | +1,327.3% |
| All | +2,723.0% | -14.2% | +2,737.2% | +2,995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling