+2,723.0%
VRT vs EXC
+93.6%
+2,629.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.6% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | +0.9% | -3.7% | +4.7% | +1.9% |
| 3M | -13.4% | -1.3% | -12.1% | -13.6% |
| 6M | +11.7% | -9.7% | +21.4% | +14.0% |
| YTD | +73.2% | +2.9% | +70.3% | +69.6% |
| 1Y | +123.4% | +4.4% | +119.0% | +117.1% |
| 3Y | +606.2% | +22.2% | +584.0% | +524.6% |
| 5Y | +899.9% | +46.7% | +853.2% | +707.3% |
| All | +2,723.0% | +93.6% | +2,629.4% | +1,947.6% |
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