+2,723.0%
VRT vs EW
+88.9%
+2,634.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -0.3% | +9.5% | +9.3% |
| 30D | +0.9% | +1.0% | -0.1% | +0.3% |
| 3M | -13.4% | +2.8% | -16.2% | -15.1% |
| 6M | +11.7% | +5.5% | +6.2% | +7.9% |
| YTD | +73.2% | +5.5% | +67.8% | +67.5% |
| 1Y | +123.4% | +11.0% | +112.4% | +110.6% |
| 3Y | +606.2% | +17.7% | +588.5% | +514.2% |
| 5Y | +899.9% | -25.7% | +925.6% | +955.1% |
| All | +2,723.0% | +88.9% | +2,634.2% | +2,176.1% |
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