+397.6%
VRT vs HL
+254.4%
+143.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.8% |
| 7D | +18.6% | -7.6% | +26.2% | +20.9% |
| 30D | -11.7% | -17.5% | +5.8% | -7.7% |
| 3M | -27.3% | -26.2% | -1.1% | -22.5% |
| 6M | -42.9% | -35.1% | -7.8% | -37.9% |
| YTD | +29.5% | -30.4% | +59.9% | +37.0% |
| 1Y | +21.0% | -14.0% | +35.0% | +22.3% |
| All | +397.6% | +254.4% | +143.2% | +306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 3y: compounded portfolio wealth divided by compounded HL 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…
3y analysis · Full analysis span regression · 6 months rolling