+379.7%
VRT vs HWM
+348.7%
+30.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.7% |
| 7D | +10.5% | +7.3% | +3.2% | +4.0% |
| 30D | -9.3% | +1.6% | -10.9% | -10.2% |
| 3M | -29.6% | -21.9% | -7.7% | -13.5% |
| 6M | -45.4% | -19.0% | -26.3% | -34.8% |
| YTD | +24.8% | +7.9% | +16.9% | +11.9% |
| 1Y | +23.6% | +9.9% | +13.7% | +8.7% |
| 3Y | +379.7% | +342.1% | +37.5% | +50.0% |
| All | +379.7% | +348.7% | +30.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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