+611.0%
VRT vs ICE
+47.5%
+563.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +4.3% |
| 7D | +9.1% | -0.7% | +9.8% | +9.0% |
| 30D | +0.9% | +7.6% | -6.7% | +1.0% |
| 3M | -13.4% | +13.9% | -27.3% | -13.0% |
| 6M | +11.7% | -2.4% | +14.0% | +15.3% |
| YTD | +73.2% | +0.3% | +73.0% | +75.0% |
| 1Y | +123.4% | -6.4% | +129.8% | +136.0% |
| All | +611.0% | +47.5% | +563.4% | +451.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling