+682.7%
VRT vs EXC
+39.4%
+643.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +18.6% | -1.9% | +20.6% | +18.5% |
| 30D | -11.7% | +7.8% | -19.4% | -11.4% |
| 3M | -27.3% | +1.9% | -29.1% | -27.2% |
| 6M | -42.9% | +3.4% | -46.2% | -42.9% |
| YTD | +29.5% | +7.6% | +21.9% | +29.0% |
| 1Y | +21.0% | +2.1% | +18.9% | +21.1% |
| 3Y | +403.1% | +29.6% | +373.5% | +375.9% |
| All | +682.7% | +39.4% | +643.3% | +572.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling