+13.8%
VRT vs EW
+19.7%
-5.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.4% | -17.3% | -13.6% |
| 7D | -15.4% | +8.3% | -23.7% | -16.8% |
| 30D | -19.0% | +13.9% | -32.9% | -21.1% |
| 3M | -23.8% | +10.9% | -34.7% | -25.5% |
| 6M | -37.9% | +19.2% | -57.1% | -42.0% |
| YTD | +27.0% | +16.6% | +10.4% | +16.6% |
| 1Y | +13.8% | +18.1% | -4.3% | +3.9% |
| All | +13.8% | +19.7% | -5.9% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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