+682.7%
VRT vs ES
+5.7%
+677.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.5% |
| 7D | +18.6% | -1.1% | +19.7% | +18.6% |
| 30D | -11.7% | +8.2% | -19.9% | -11.6% |
| 3M | -27.3% | +0.6% | -27.9% | -27.2% |
| 6M | -42.9% | +6.0% | -48.9% | -43.0% |
| YTD | +29.5% | +9.3% | +20.2% | +29.0% |
| 1Y | +21.0% | +1.1% | +19.9% | +20.8% |
| 3Y | +403.1% | +51.9% | +351.2% | +354.7% |
| All | +682.7% | +5.7% | +677.0% | +744.4% |
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