+1,917.9%
VRT vs EXC
+102.6%
+1,815.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.6% | +9.6% |
| 7D | -10.6% | -1.7% | -8.9% | -10.3% |
| 30D | -17.4% | +9.3% | -26.7% | -19.5% |
| 3M | -26.4% | +1.0% | -27.4% | -26.8% |
| 6M | -41.0% | +5.9% | -46.9% | -42.4% |
| YTD | +23.8% | +7.6% | +16.2% | +19.5% |
| 1Y | +11.6% | +2.4% | +9.2% | +9.3% |
| 3Y | +403.5% | +30.2% | +373.2% | +335.8% |
| 5Y | +647.0% | +41.4% | +605.7% | +518.3% |
| All | +1,917.9% | +102.6% | +1,815.3% | +1,343.1% |
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