+619.5%
VRT vs IR
+9.5%
+610.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.3% |
| 7D | +9.1% | -2.8% | +11.9% | +11.7% |
| 30D | +0.9% | -15.1% | +16.1% | +15.4% |
| 3M | -13.4% | +6.1% | -19.4% | -18.5% |
| 6M | +11.7% | -16.8% | +28.5% | +29.4% |
| YTD | +73.2% | -3.5% | +76.8% | +71.9% |
| 1Y | +123.4% | -3.5% | +126.9% | +120.3% |
| All | +619.5% | +9.5% | +610.1% | +529.3% |
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 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