+2,723.0%
VRT vs IR
+198.5%
+2,524.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.5% |
| 7D | +9.1% | -2.8% | +11.9% | +11.1% |
| 30D | +0.9% | -15.1% | +16.1% | +11.9% |
| 3M | -13.4% | +6.1% | -19.4% | -17.0% |
| 6M | +11.7% | -16.8% | +28.5% | +24.9% |
| YTD | +73.2% | -3.5% | +76.8% | +74.4% |
| 1Y | +123.4% | -3.5% | +126.9% | +124.2% |
| 3Y | +606.2% | +9.5% | +596.7% | +576.7% |
| 5Y | +899.9% | +45.1% | +854.8% | +734.1% |
| All | +2,723.0% | +198.5% | +2,524.6% | +1,618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling