+379.7%
VRT vs IEF
+10.9%
+368.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.8% |
| 7D | +10.5% | -2.0% | +12.5% | +8.3% |
| 30D | -9.3% | +0.7% | -10.0% | -8.7% |
| 3M | -29.6% | -2.5% | -27.1% | -31.1% |
| 6M | -45.4% | -2.6% | -42.8% | -46.6% |
| YTD | +24.8% | -3.2% | +28.0% | +21.0% |
| 1Y | +23.6% | -3.0% | +26.7% | +20.1% |
| 3Y | +379.7% | +10.5% | +369.1% | +406.6% |
| All | +379.7% | +10.9% | +368.8% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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