+397.6%
VRT vs IR
+25.6%
+372.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +18.6% | +4.3% | +14.4% | +14.8% |
| 30D | -11.7% | +8.1% | -19.7% | -16.8% |
| 3M | -27.3% | +0.7% | -28.0% | -27.5% |
| 6M | -42.9% | +16.6% | -59.5% | -50.2% |
| YTD | +29.5% | +7.8% | +21.7% | +17.6% |
| 1Y | +21.0% | +9.9% | +11.1% | +7.7% |
| All | +397.6% | +25.6% | +372.1% | +262.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling