+2,723.0%
VRT vs ETR
+251.0%
+2,472.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.5% |
| 7D | +9.1% | +1.4% | +7.7% | +8.5% |
| 30D | +0.9% | +1.0% | -0.1% | +0.5% |
| 3M | -13.4% | -1.3% | -12.1% | -13.0% |
| 6M | +11.7% | +1.9% | +9.8% | +10.5% |
| YTD | +73.2% | +18.2% | +55.1% | +61.2% |
| 1Y | +123.4% | +24.7% | +98.7% | +103.8% |
| 3Y | +606.2% | +150.7% | +455.5% | +392.1% |
| 5Y | +899.9% | +127.0% | +772.9% | +618.3% |
| All | +2,723.0% | +251.0% | +2,472.0% | +1,910.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling