+361.0%
VRT vs ETR
+154.9%
+206.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | +2.6% | -20.3% | -18.5% |
| 30D | -20.0% | +8.7% | -28.7% | -22.7% |
| 3M | -28.1% | +6.4% | -34.4% | -29.8% |
| 6M | -42.8% | +0.7% | -43.6% | -43.1% |
| YTD | +20.0% | +23.0% | -3.1% | +10.7% |
| 1Y | +3.5% | +17.9% | -14.4% | -3.0% |
| All | +361.0% | +154.9% | +206.1% | +451.7% |
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