+619.5%
VRT vs EXC
+22.2%
+597.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +3.8% |
| 7D | +9.1% | +0.3% | +8.8% | +9.3% |
| 30D | +0.9% | -3.7% | +4.7% | -1.0% |
| 3M | -13.4% | -1.3% | -12.1% | -13.5% |
| 6M | +11.7% | -9.7% | +21.4% | +7.3% |
| YTD | +73.2% | +2.9% | +70.3% | +77.5% |
| 1Y | +123.4% | +4.4% | +119.0% | +131.3% |
| All | +619.5% | +22.2% | +597.3% | +720.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling