+13.8%
VRT vs ES
-1.6%
+15.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.1% | -15.0% | -12.2% |
| 7D | -15.4% | +5.3% | -20.7% | -14.0% |
| 30D | -19.0% | +8.9% | -27.9% | -17.0% |
| 3M | -23.8% | -1.9% | -21.9% | -23.7% |
| 6M | -37.9% | +3.9% | -41.7% | -37.3% |
| YTD | +27.0% | +8.3% | +18.7% | +29.3% |
| 1Y | +13.8% | -0.1% | +13.9% | +14.7% |
| All | +13.8% | -1.6% | +15.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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