+905.2%
VRT vs IR
+45.6%
+859.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.1% |
| 7D | +9.1% | -2.8% | +11.9% | +12.1% |
| 30D | +0.9% | -15.1% | +16.1% | +17.6% |
| 3M | -13.4% | +6.1% | -19.4% | -19.3% |
| 6M | +11.7% | -16.8% | +28.5% | +31.3% |
| YTD | +73.2% | -3.5% | +76.8% | +71.6% |
| 1Y | +123.4% | -3.5% | +126.9% | +119.3% |
| 3Y | +606.2% | +9.5% | +596.7% | +494.2% |
| All | +905.2% | +45.6% | +859.6% | +523.4% |
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