+567.3%
VRT vs HWM
+522.0%
+45.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.0% | +1.2% |
| 7D | -21.4% | +3.3% | -24.7% | -23.3% |
| 30D | -25.8% | -7.6% | -18.2% | -20.2% |
| 3M | -33.5% | -28.9% | -4.6% | -10.8% |
| 6M | -49.0% | -19.7% | -29.4% | -39.4% |
| YTD | +12.9% | +0.5% | +12.4% | +8.2% |
| 1Y | 0.0% | +0.3% | -0.2% | -3.9% |
| 3Y | +361.8% | +325.8% | +36.0% | +19.3% |
| All | +567.3% | +522.0% | +45.4% | +15.0% |
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 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