+1,855.0%
VRT vs IR
+235.6%
+1,619.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.4% |
| 7D | -17.7% | +1.5% | -19.2% | -18.1% |
| 30D | -20.0% | +9.0% | -29.0% | -24.0% |
| 3M | -28.1% | -0.9% | -27.2% | -27.5% |
| 6M | -42.8% | +13.4% | -56.3% | -47.5% |
| YTD | +20.0% | +8.5% | +11.5% | +12.5% |
| 1Y | +3.5% | +11.3% | -7.7% | -4.6% |
| 3Y | +366.1% | +26.0% | +340.1% | +310.4% |
| 5Y | +632.2% | +47.9% | +584.3% | +490.5% |
| All | +1,855.0% | +235.6% | +1,619.3% | +1,008.3% |
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