+567.3%
VRT vs IP
-12.0%
+579.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.1% |
| 7D | -21.4% | -5.1% | -16.3% | -19.6% |
| 30D | -25.8% | +8.5% | -34.3% | -28.4% |
| 3M | -33.5% | -13.8% | -19.7% | -29.5% |
| 6M | -49.0% | +5.7% | -54.8% | -51.4% |
| YTD | +12.9% | -9.1% | +22.1% | +13.4% |
| 1Y | 0.0% | -0.8% | +0.8% | -4.4% |
| 3Y | +361.8% | +14.8% | +347.0% | +253.9% |
| All | +567.3% | -12.0% | +579.3% | +601.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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