+654.4%
VRT vs IR
+46.0%
+608.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.3% |
| 7D | +10.5% | +2.5% | +8.0% | +8.1% |
| 30D | -9.3% | +9.2% | -18.5% | -16.4% |
| 3M | -29.6% | +0.9% | -30.5% | -30.1% |
| 6M | -45.4% | +19.2% | -64.6% | -54.6% |
| YTD | +24.8% | +7.5% | +17.3% | +11.5% |
| 1Y | +23.6% | +11.7% | +11.9% | +5.5% |
| 3Y | +379.7% | +23.9% | +355.8% | +253.1% |
| All | +654.4% | +46.0% | +608.4% | +339.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling