+644.6%
VRT vs IEF
+9.9%
+634.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.6% |
| 7D | +13.6% | +0.1% | +13.6% | +13.7% |
| 30D | +6.8% | -0.7% | +7.5% | +6.2% |
| 3M | -3.2% | -0.4% | -2.8% | -3.6% |
| 6M | +20.3% | -2.5% | +22.8% | +17.3% |
| YTD | +79.6% | -1.6% | +81.2% | +77.0% |
| 1Y | +139.0% | -1.3% | +140.3% | +136.4% |
| 3Y | +644.6% | +10.1% | +634.5% | +664.5% |
| All | +644.6% | +9.9% | +634.8% | +664.5% |
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