+2,545.5%
VRT vs ICE
+138.6%
+2,407.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.8% |
| 30D | -2.7% | +4.0% | -6.6% | -4.9% |
| 3M | -9.2% | +11.0% | -20.1% | -15.7% |
| 6M | -0.5% | -5.0% | +4.4% | +0.6% |
| YTD | +62.3% | -2.7% | +65.0% | +58.4% |
| 1Y | +109.6% | -8.6% | +118.2% | +112.0% |
| 3Y | +573.1% | +41.4% | +531.7% | +389.6% |
| 5Y | +953.6% | +39.9% | +913.8% | +659.5% |
| All | +2,545.5% | +138.6% | +2,407.0% | +1,358.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling