+1,740.6%
VRT vs EW
+114.6%
+1,626.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.0% |
| 7D | -21.4% | +11.0% | -32.4% | -24.9% |
| 30D | -25.8% | +19.1% | -44.9% | -31.1% |
| 3M | -33.5% | +14.4% | -47.9% | -37.5% |
| 6M | -49.0% | +22.8% | -71.8% | -54.0% |
| YTD | +12.9% | +19.8% | -6.9% | +3.1% |
| 1Y | 0.0% | +23.9% | -23.9% | -9.9% |
| 3Y | +361.8% | +52.2% | +309.6% | +256.8% |
| 5Y | +565.1% | -13.9% | +579.1% | +558.9% |
| All | +1,740.6% | +114.6% | +1,626.0% | +1,301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling