+1,855.0%
VRT vs IT
+44.9%
+1,810.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -17.7% | -7.5% | -10.2% | -15.9% |
| 30D | -20.0% | -1.2% | -18.8% | -20.9% |
| 3M | -28.1% | -2.2% | -25.9% | -29.5% |
| 6M | -42.8% | +19.1% | -61.9% | -49.5% |
| YTD | +20.0% | -25.1% | +45.1% | +25.4% |
| 1Y | +3.5% | -17.4% | +20.9% | +2.7% |
| 3Y | +366.1% | -54.1% | +420.2% | +510.5% |
| 5Y | +632.2% | -42.7% | +674.8% | +744.4% |
| All | +1,855.0% | +44.9% | +1,810.0% | +1,342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling