+397.6%
VRT vs EXC
+30.1%
+367.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +18.6% | -1.9% | +20.6% | +17.3% |
| 30D | -11.7% | +7.8% | -19.4% | -7.5% |
| 3M | -27.3% | +1.9% | -29.1% | -26.3% |
| 6M | -42.9% | +3.4% | -46.2% | -41.2% |
| YTD | +29.5% | +7.6% | +21.9% | +37.0% |
| 1Y | +21.0% | +2.1% | +18.9% | +24.9% |
| All | +397.6% | +30.1% | +367.5% | +522.7% |
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 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