+81.7%
VRT vs ETR
+24.7%
+57.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.8% |
| 7D | -7.7% | -1.9% | -5.8% | -6.5% |
| 30D | -12.0% | -0.2% | -11.8% | -11.6% |
| 3M | -11.7% | -3.7% | -7.9% | -9.6% |
| 6M | -8.1% | +2.1% | -10.2% | -10.0% |
| YTD | +53.2% | +16.5% | +36.8% | +33.5% |
| 1Y | +81.7% | +22.5% | +59.1% | +64.5% |
| All | +81.7% | +24.7% | +57.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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