+1,917.9%
VRT vs EW
+120.0%
+1,797.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.6% |
| 7D | -10.6% | +12.3% | -22.9% | -14.9% |
| 30D | -17.4% | +22.9% | -40.3% | -24.3% |
| 3M | -26.4% | +16.7% | -43.1% | -31.3% |
| 6M | -41.0% | +31.0% | -72.0% | -48.1% |
| YTD | +23.8% | +22.8% | +1.0% | +12.0% |
| 1Y | +11.6% | +25.6% | -14.0% | +0.1% |
| 3Y | +403.5% | +62.0% | +341.5% | +278.7% |
| 5Y | +647.0% | -12.8% | +659.8% | +636.5% |
| All | +1,917.9% | +120.0% | +1,797.9% | +1,422.0% |
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