+1,855.0%
VRT vs ICE
+169.7%
+1,685.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -3.8% |
| 7D | -17.7% | +3.2% | -20.9% | -19.1% |
| 30D | -20.0% | +12.9% | -32.9% | -25.4% |
| 3M | -28.1% | +17.5% | -45.6% | -34.6% |
| 6M | -42.8% | +14.0% | -56.8% | -47.8% |
| YTD | +20.0% | +10.0% | +10.0% | +8.9% |
| 1Y | +3.5% | +19.5% | -16.0% | -11.6% |
| 3Y | +366.1% | +66.8% | +299.3% | +205.7% |
| 5Y | +632.2% | +40.3% | +591.8% | +429.5% |
| All | +1,855.0% | +169.7% | +1,685.2% | +903.1% |
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