+1,891.3%
VRT vs GEHC
+4.1%
+1,887.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.4% | -7.2% | -8.9% |
| 7D | +2.4% | -7.6% | +10.1% | +4.8% |
| 30D | -2.7% | -10.7% | +8.0% | +0.5% |
| 3M | -9.2% | -1.2% | -8.0% | -10.6% |
| 6M | -0.5% | -13.7% | +13.2% | +3.2% |
| YTD | +62.3% | -20.4% | +82.8% | +73.3% |
| 1Y | +109.6% | -17.0% | +126.6% | +118.5% |
| 3Y | +573.1% | +0.9% | +572.1% | +532.4% |
| All | +1,891.3% | +4.1% | +1,887.2% | +1,770.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling