+905.2%
VRT vs HWM
+743.6%
+161.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.8% |
| 7D | +9.1% | -2.1% | +11.2% | +10.5% |
| 30D | +0.9% | -11.0% | +11.9% | +11.3% |
| 3M | -13.4% | +4.0% | -17.4% | -16.7% |
| 6M | +11.7% | -0.2% | +11.9% | +10.7% |
| YTD | +73.2% | +26.7% | +46.6% | +37.2% |
| 1Y | +123.4% | +44.7% | +78.7% | +56.3% |
| 3Y | +606.2% | +426.1% | +180.1% | +63.8% |
| All | +905.2% | +743.6% | +161.6% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling