+953.6%
VRT vs ICE
+39.3%
+914.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -2.7% | +4.0% | -6.6% | -4.6% |
| 3M | -9.2% | +11.0% | -20.1% | -14.8% |
| 6M | -0.5% | -5.0% | +4.4% | +1.6% |
| YTD | +62.3% | -2.7% | +65.0% | +59.4% |
| 1Y | +109.6% | -8.6% | +118.2% | +115.0% |
| 3Y | +573.1% | +41.4% | +531.7% | +354.2% |
| 5Y | +953.6% | +39.9% | +913.8% | +579.4% |
| All | +953.6% | +39.3% | +914.3% | +579.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling