+1,678.9%
VRT vs FIVE
+150.4%
+1,528.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.3% | -9.8% | -12.5% |
| 7D | -28.1% | -1.7% | -26.4% | -27.8% |
| 30D | -30.2% | +14.9% | -45.1% | -33.8% |
| 3M | -36.4% | +7.6% | -44.0% | -38.6% |
| 6M | -48.2% | +6.4% | -54.6% | -50.4% |
| YTD | +9.2% | +28.1% | -18.9% | -2.3% |
| 1Y | -7.2% | +54.7% | -61.9% | -22.6% |
| 3Y | +338.7% | +36.1% | +302.7% | +250.4% |
| 5Y | +542.8% | +14.9% | +528.0% | +423.2% |
| All | +1,678.9% | +150.4% | +1,528.5% | +946.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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