+654.4%
VRT vs ES
+6.6%
+647.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.6% |
| 7D | +10.5% | +2.7% | +7.8% | +10.6% |
| 30D | -9.3% | +7.6% | -16.9% | -9.2% |
| 3M | -29.6% | +0.5% | -30.1% | -29.5% |
| 6M | -45.4% | +7.6% | -53.0% | -45.5% |
| YTD | +24.8% | +10.2% | +14.6% | +24.4% |
| 1Y | +23.6% | +1.8% | +21.8% | +23.4% |
| 3Y | +379.7% | +55.4% | +324.3% | +330.9% |
| All | +654.4% | +6.6% | +647.9% | +714.1% |
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