+2,486.9%
VRT vs GWRE
+61.6%
+2,425.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -8.4% | -13.2% | +4.9% | -4.4% |
| 30D | -10.9% | -18.6% | +7.7% | -6.9% |
| 3M | -13.7% | +18.9% | -32.6% | -23.3% |
| 6M | -4.1% | -11.0% | +6.8% | -7.9% |
| YTD | +58.7% | -29.9% | +88.6% | +67.2% |
| 1Y | +89.6% | -44.3% | +134.0% | +122.7% |
| 3Y | +558.1% | +51.7% | +506.5% | +359.5% |
| 5Y | +953.0% | +15.4% | +937.5% | +682.0% |
| All | +2,486.9% | +61.6% | +2,425.2% | +1,637.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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