+6.8%
VRT vs EW
+26.8%
-20.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +9.2% |
| 7D | -10.6% | +12.3% | -22.9% | -12.6% |
| 30D | -17.4% | +22.9% | -40.3% | -20.8% |
| 3M | -26.4% | +16.7% | -43.1% | -28.6% |
| 6M | -41.0% | +31.0% | -72.0% | -47.6% |
| YTD | +23.8% | +22.8% | +1.0% | +12.7% |
| All | +6.8% | +26.8% | -20.0% | -3.8% |
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