+1,855.0%
VRT vs EW
+118.5%
+1,736.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -17.7% | +9.3% | -27.0% | -20.8% |
| 30D | -20.0% | +22.1% | -42.1% | -26.4% |
| 3M | -28.1% | +13.0% | -41.1% | -32.0% |
| 6M | -42.8% | +30.1% | -72.9% | -49.6% |
| YTD | +20.0% | +22.0% | -2.0% | +8.8% |
| 1Y | +3.5% | +23.7% | -20.2% | -6.6% |
| 3Y | +366.1% | +62.0% | +304.1% | +250.5% |
| 5Y | +632.2% | -12.4% | +644.6% | +620.9% |
| All | +1,855.0% | +118.5% | +1,736.4% | +1,378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling