+2,486.9%
VRT vs ET
+141.8%
+2,345.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | -10.9% | +2.9% | -13.7% | -12.1% |
| 3M | -13.7% | +16.8% | -30.5% | -20.1% |
| 6M | -4.1% | +18.9% | -23.0% | -12.2% |
| YTD | +58.7% | +37.7% | +21.0% | +35.3% |
| 1Y | +89.6% | +32.4% | +57.2% | +64.6% |
| 3Y | +558.1% | +99.5% | +458.7% | +402.4% |
| 5Y | +953.0% | +244.0% | +709.0% | +564.9% |
| All | +2,486.9% | +141.8% | +2,345.0% | +1,220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling