+1,917.9%
VRT vs IR
+239.6%
+1,678.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +4.9% | +6.6% |
| 7D | -10.6% | +5.0% | -15.6% | -12.9% |
| 30D | -17.4% | +10.3% | -27.8% | -22.2% |
| 3M | -26.4% | -0.1% | -26.3% | -26.2% |
| 6M | -41.0% | +14.8% | -55.8% | -46.2% |
| YTD | +23.8% | +9.7% | +14.1% | +15.2% |
| 1Y | +11.6% | +12.2% | -0.6% | +2.2% |
| 3Y | +403.5% | +30.0% | +373.5% | +335.2% |
| 5Y | +647.0% | +46.8% | +600.2% | +501.8% |
| All | +1,917.9% | +239.6% | +1,678.3% | +1,035.0% |
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 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