+89.6%
VRT vs ET
+33.4%
+56.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.5% |
| 7D | -8.4% | +0.2% | -8.6% | -8.3% |
| 30D | -10.9% | +2.9% | -13.7% | -10.6% |
| 3M | -13.7% | +16.8% | -30.5% | -13.2% |
| 6M | -4.1% | +18.9% | -23.0% | -3.7% |
| YTD | +58.7% | +37.7% | +21.0% | +49.6% |
| 1Y | +89.6% | +32.4% | +57.2% | +60.3% |
| All | +89.6% | +33.4% | +56.2% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling