+2,723.0%
VRT vs HWM
+1,533.3%
+1,189.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.6% |
| 7D | +9.1% | -2.1% | +11.2% | +10.0% |
| 30D | +0.9% | -11.0% | +11.9% | +6.9% |
| 3M | -13.4% | +4.0% | -17.4% | -15.0% |
| 6M | +11.7% | -0.2% | +11.9% | +11.9% |
| YTD | +73.2% | +26.7% | +46.6% | +53.7% |
| 1Y | +123.4% | +44.7% | +78.7% | +85.8% |
| 3Y | +606.2% | +426.1% | +180.1% | +244.9% |
| 5Y | +899.9% | +738.5% | +161.4% | +318.1% |
| All | +2,723.0% | +1,533.3% | +1,189.7% | +850.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling