+1,917.9%
VRT vs ES
+56.4%
+1,861.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +9.7% |
| 7D | -10.6% | -0.1% | -10.5% | -10.7% |
| 30D | -17.4% | +5.7% | -23.1% | -17.9% |
| 3M | -26.4% | -2.8% | -23.6% | -26.3% |
| 6M | -41.0% | +7.0% | -48.0% | -41.6% |
| YTD | +23.8% | +6.8% | +17.0% | +22.5% |
| 1Y | +11.6% | -0.5% | +12.1% | +11.0% |
| 3Y | +403.5% | +47.2% | +356.3% | +362.3% |
| 5Y | +647.0% | +2.3% | +644.8% | +651.4% |
| All | +1,917.9% | +56.4% | +1,861.5% | +1,831.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling