+1,740.6%
VRT vs IAU
+227.5%
+1,513.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -21.4% | +4.7% | -26.1% | -22.6% |
| 30D | -25.8% | -0.9% | -24.9% | -25.7% |
| 3M | -33.5% | -4.4% | -29.2% | -32.7% |
| 6M | -49.0% | -13.5% | -35.5% | -47.1% |
| YTD | +12.9% | -5.9% | +18.8% | +16.3% |
| 1Y | 0.0% | +1.9% | -1.9% | +1.8% |
| 3Y | +361.8% | +104.1% | +257.7% | +313.1% |
| 5Y | +565.1% | +121.0% | +444.1% | +465.5% |
| All | +1,740.6% | +227.5% | +1,513.1% | +1,473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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