+1,934.0%
VRT vs IR
+232.6%
+1,701.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +10.5% | +2.5% | +8.0% | +8.9% |
| 30D | -9.3% | +9.2% | -18.5% | -14.0% |
| 3M | -29.6% | +0.9% | -30.5% | -29.8% |
| 6M | -45.4% | +19.2% | -64.6% | -51.3% |
| YTD | +24.8% | +7.5% | +17.3% | +17.7% |
| 1Y | +23.6% | +11.7% | +11.9% | +13.5% |
| 3Y | +379.7% | +23.9% | +355.8% | +326.6% |
| 5Y | +660.3% | +46.4% | +614.0% | +516.9% |
| All | +1,934.0% | +232.6% | +1,701.4% | +1,059.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling