+682.7%
VRT vs ET
+216.0%
+466.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +18.6% | +3.0% | +15.6% | +15.7% |
| 30D | -11.7% | -3.5% | -8.2% | -8.5% |
| 3M | -27.3% | -5.6% | -21.7% | -23.5% |
| 6M | -42.9% | +0.5% | -43.4% | -43.4% |
| YTD | +29.5% | +26.3% | +3.1% | +3.4% |
| 1Y | +21.0% | +25.7% | -4.6% | -2.9% |
| 3Y | +403.1% | +85.1% | +318.0% | +230.9% |
| All | +682.7% | +216.0% | +466.6% | +330.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling