+905.2%
VRT vs ES
-5.6%
+910.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.4% |
| 7D | +9.1% | +0.3% | +8.8% | +9.1% |
| 30D | +0.9% | -2.0% | +2.9% | +0.9% |
| 3M | -13.4% | +1.7% | -15.1% | -13.5% |
| 6M | +11.7% | -3.5% | +15.2% | +11.6% |
| YTD | +73.2% | +7.9% | +65.3% | +72.4% |
| 1Y | +123.4% | +17.2% | +106.3% | +120.6% |
| 3Y | +606.2% | +29.3% | +576.9% | +580.9% |
| All | +905.2% | -5.6% | +910.9% | +987.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling