+13.8%
VRT vs IR
+11.7%
+2.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.4% | -12.4% | -12.6% |
| 7D | -15.4% | +11.6% | -27.0% | -20.7% |
| 30D | -19.0% | +7.2% | -26.1% | -22.0% |
| 3M | -23.8% | -5.9% | -18.0% | -21.5% |
| 6M | -37.9% | +11.5% | -49.3% | -41.5% |
| YTD | +27.0% | +6.3% | +20.6% | +20.0% |
| 1Y | +13.8% | +9.1% | +4.7% | +8.0% |
| All | +13.8% | +11.7% | +2.1% | +8.0% |
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