+2,397.0%
VRT vs ICE
+137.5%
+2,259.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | -7.7% | -5.3% | -2.4% | -5.0% |
| 30D | -12.0% | +3.0% | -15.0% | -13.6% |
| 3M | -11.7% | +11.4% | -23.1% | -18.2% |
| 6M | -8.1% | -2.0% | -6.0% | -8.7% |
| YTD | +53.2% | -3.1% | +56.4% | +49.9% |
| 1Y | +81.7% | -8.4% | +90.0% | +83.4% |
| 3Y | +535.3% | +40.7% | +494.5% | +363.3% |
| 5Y | +916.4% | +40.0% | +876.4% | +632.1% |
| All | +2,397.0% | +137.5% | +2,259.5% | +1,280.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling