+123.4%
VRT vs IR
-1.2%
+124.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.7% |
| 7D | +9.1% | -2.8% | +11.9% | +10.8% |
| 30D | +0.9% | -15.1% | +16.1% | +10.1% |
| 3M | -13.4% | +6.1% | -19.4% | -16.3% |
| 6M | +11.7% | -16.8% | +28.5% | +21.3% |
| YTD | +73.2% | -3.5% | +76.8% | +74.6% |
| 1Y | +123.4% | -3.5% | +126.9% | +131.8% |
| All | +123.4% | -1.2% | +124.7% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling