+644.6%
VRT vs ETR
+153.2%
+491.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +13.6% | +1.4% | +12.2% | +13.0% |
| 30D | +6.8% | +1.9% | +4.9% | +6.1% |
| 3M | -3.2% | +1.0% | -4.2% | -3.5% |
| 6M | +20.3% | +4.8% | +15.5% | +17.9% |
| YTD | +79.6% | +19.5% | +60.0% | +67.6% |
| 1Y | +139.0% | +28.1% | +110.9% | +119.0% |
| 3Y | +644.6% | +151.1% | +493.5% | +658.8% |
| All | +644.6% | +153.2% | +491.4% | +658.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling