+139.0%
VRT vs EW
+7.6%
+131.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +4.1% |
| 7D | +13.6% | -4.4% | +18.0% | +14.2% |
| 30D | +6.8% | -3.3% | +10.1% | +7.0% |
| 3M | -3.2% | +1.0% | -4.2% | -4.6% |
| 6M | +20.3% | +6.2% | +14.1% | +16.4% |
| YTD | +79.6% | +1.7% | +77.9% | +70.2% |
| 1Y | +139.0% | +8.1% | +130.9% | +122.7% |
| All | +139.0% | +7.6% | +131.4% | +122.7% |
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