+2,723.0%
VRT vs ICE
+145.8%
+2,577.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.4% |
| 7D | +9.1% | -0.7% | +9.8% | +9.4% |
| 30D | +0.9% | +7.6% | -6.7% | -3.2% |
| 3M | -13.4% | +13.9% | -27.3% | -20.7% |
| 6M | +11.7% | -2.4% | +14.0% | +11.3% |
| YTD | +73.2% | +0.3% | +73.0% | +66.4% |
| 1Y | +123.4% | -6.4% | +129.8% | +123.5% |
| 3Y | +606.2% | +43.1% | +563.1% | +412.5% |
| 5Y | +899.9% | +42.1% | +857.8% | +615.4% |
| All | +2,723.0% | +145.8% | +2,577.2% | +1,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling