0.0%
VRT vs EXC
+2.5%
-2.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +2.2% |
| 7D | -21.4% | -1.2% | -20.2% | -21.7% |
| 30D | -25.8% | +10.0% | -35.8% | -21.4% |
| 3M | -33.5% | +1.6% | -35.2% | -32.9% |
| 6M | -49.0% | +3.3% | -52.3% | -47.8% |
| YTD | +12.9% | +7.6% | +5.4% | +19.2% |
| 1Y | 0.0% | +3.5% | -3.4% | +6.7% |
| All | 0.0% | +2.5% | -2.5% | +6.7% |
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