+567.3%
VRT vs ES
+1.4%
+565.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.4% |
| 7D | -21.4% | +1.9% | -23.2% | -21.3% |
| 30D | -25.8% | +7.1% | -32.9% | -25.8% |
| 3M | -33.5% | -1.9% | -31.6% | -33.5% |
| 6M | -49.0% | +4.4% | -53.4% | -49.2% |
| YTD | +12.9% | +7.3% | +5.6% | +12.5% |
| 1Y | 0.0% | +2.1% | -2.1% | -0.4% |
| 3Y | +361.8% | +41.8% | +320.0% | +326.6% |
| All | +567.3% | +1.4% | +565.9% | +621.8% |
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