+1,934.0%
VRT vs ES
+61.5%
+1,872.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | +10.5% | +2.7% | +7.8% | +10.3% |
| 30D | -9.3% | +7.6% | -16.9% | -9.9% |
| 3M | -29.6% | +0.5% | -30.1% | -29.6% |
| 6M | -45.4% | +7.6% | -53.0% | -45.9% |
| YTD | +24.8% | +10.2% | +14.6% | +23.3% |
| 1Y | +23.6% | +1.8% | +21.8% | +22.8% |
| 3Y | +379.7% | +55.4% | +324.3% | +337.3% |
| 5Y | +660.3% | +7.3% | +653.0% | +661.3% |
| All | +1,934.0% | +61.5% | +1,872.5% | +1,842.7% |
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 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