+1,740.6%
VRT vs EXC
+102.4%
+1,638.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +3.9% |
| 7D | -21.4% | -1.2% | -20.2% | -21.2% |
| 30D | -25.8% | +10.0% | -35.8% | -27.8% |
| 3M | -33.5% | +1.6% | -35.2% | -34.0% |
| 6M | -49.0% | +3.3% | -52.3% | -49.9% |
| YTD | +12.9% | +7.6% | +5.4% | +9.0% |
| 1Y | 0.0% | +3.5% | -3.4% | -2.4% |
| 3Y | +361.8% | +27.7% | +334.1% | +303.5% |
| 5Y | +565.1% | +41.1% | +524.0% | +450.7% |
| All | +1,740.6% | +102.4% | +1,638.2% | +1,216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling