+123.4%
VRT vs EXC
+2.6%
+120.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +3.2% |
| 7D | +9.1% | -0.7% | +9.8% | +8.7% |
| 30D | +0.9% | -4.6% | +5.6% | -2.0% |
| 3M | -13.4% | -2.2% | -11.2% | -14.3% |
| 6M | +11.7% | -10.6% | +22.2% | +6.4% |
| YTD | +73.2% | +1.9% | +71.3% | +76.5% |
| 1Y | +123.4% | +3.4% | +120.0% | +126.1% |
| All | +123.4% | +2.6% | +120.9% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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