+361.8%
VRT vs ES
+46.3%
+315.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +2.6% |
| 7D | -21.4% | +1.9% | -23.2% | -20.7% |
| 30D | -25.8% | +7.1% | -32.9% | -24.1% |
| 3M | -33.5% | -1.9% | -31.6% | -33.6% |
| 6M | -49.0% | +4.4% | -53.4% | -48.1% |
| YTD | +12.9% | +7.3% | +5.6% | +16.0% |
| 1Y | 0.0% | +2.1% | -2.1% | +1.5% |
| 3Y | +361.8% | +41.8% | +320.0% | +415.0% |
| All | +361.8% | +46.3% | +315.5% | +415.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling