+139.0%
VRT vs IR
-7.1%
+146.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.6% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +6.8% | -13.6% | +20.4% | +15.4% |
| 3M | -3.2% | +3.7% | -6.9% | -5.3% |
| 6M | +20.3% | -13.1% | +33.4% | +29.0% |
| YTD | +79.6% | -5.1% | +84.7% | +82.4% |
| 1Y | +139.0% | -6.5% | +145.5% | +153.7% |
| All | +139.0% | -7.1% | +146.1% | +153.7% |
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