+2,826.7%
VRT vs EXC
+95.0%
+2,731.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +13.6% | +1.2% | +12.4% | +13.3% |
| 30D | +6.8% | -2.7% | +9.5% | +7.5% |
| 3M | -3.2% | -1.0% | -2.3% | -3.4% |
| 6M | +20.3% | -9.3% | +29.6% | +22.7% |
| YTD | +79.6% | +3.6% | +76.0% | +75.5% |
| 1Y | +139.0% | +5.9% | +133.1% | +131.2% |
| 3Y | +644.6% | +21.3% | +623.3% | +562.0% |
| 5Y | +1,024.4% | +46.2% | +978.2% | +811.3% |
| All | +2,826.7% | +95.0% | +2,731.7% | +2,019.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling