+953.6%
VRT vs EW
-29.9%
+983.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.3% |
| 7D | +2.4% | -5.1% | +7.5% | +4.7% |
| 30D | -2.7% | -6.4% | +3.7% | -0.1% |
| 3M | -9.2% | -1.6% | -7.6% | -9.5% |
| 6M | -0.5% | +2.3% | -2.8% | -3.1% |
| YTD | +62.3% | +1.1% | +61.2% | +59.2% |
| 1Y | +109.6% | +8.0% | +101.6% | +98.7% |
| 3Y | +573.1% | +16.3% | +556.7% | +467.8% |
| 5Y | +953.6% | -29.4% | +983.0% | +1,056.3% |
| All | +953.6% | -29.9% | +983.5% | +1,056.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling