+953.6%
VRT vs ET
+242.4%
+711.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -10.2% |
| 7D | +2.4% | +0.6% | +1.8% | +1.8% |
| 30D | -2.7% | +5.3% | -8.0% | -6.6% |
| 3M | -9.2% | +15.6% | -24.8% | -19.6% |
| 6M | -0.5% | +20.6% | -21.1% | -15.5% |
| YTD | +62.3% | +38.5% | +23.8% | +22.3% |
| 1Y | +109.6% | +35.7% | +73.8% | +60.5% |
| 3Y | +573.1% | +98.4% | +474.7% | +333.2% |
| 5Y | +953.6% | +245.3% | +708.3% | +457.1% |
| All | +953.6% | +242.4% | +711.3% | +457.1% |
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