+1,024.4%
VRT vs ETR
+129.9%
+894.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | -3.2% | +1.0% | -4.2% | -3.6% |
| 6M | +20.3% | +4.8% | +15.5% | +17.8% |
| YTD | +79.6% | +19.5% | +60.0% | +67.3% |
| 1Y | +139.0% | +28.1% | +110.9% | +117.6% |
| 3Y | +644.6% | +151.1% | +493.5% | +475.3% |
| 5Y | +1,024.4% | +125.2% | +899.2% | +800.3% |
| All | +1,024.4% | +129.9% | +894.4% | +800.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling