+123.4%
VRT vs ICE
-7.2%
+130.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +2.8% |
| 7D | +9.1% | -0.7% | +9.8% | +8.3% |
| 30D | +0.9% | +7.6% | -6.7% | +7.0% |
| 3M | -13.4% | +13.9% | -27.3% | -2.3% |
| 6M | +11.7% | -2.4% | +14.0% | +14.4% |
| YTD | +73.2% | +0.3% | +73.0% | +82.9% |
| 1Y | +123.4% | -6.4% | +129.8% | +125.8% |
| All | +123.4% | -7.2% | +130.6% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling