+2,397.0%
VRT vs IT
+30.9%
+2,366.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.2% | -5.8% |
| 7D | -7.7% | -12.7% | +5.0% | -4.1% |
| 30D | -12.0% | -8.9% | -3.1% | -10.1% |
| 3M | -11.7% | +10.1% | -21.8% | -17.8% |
| 6M | -8.1% | +7.3% | -15.3% | -15.9% |
| YTD | +53.2% | -32.4% | +85.6% | +68.4% |
| 1Y | +81.7% | -26.6% | +108.3% | +89.6% |
| 3Y | +535.3% | -51.8% | +587.1% | +703.5% |
| 5Y | +916.4% | -45.6% | +962.0% | +1,109.8% |
| All | +2,397.0% | +30.9% | +2,366.1% | +1,837.9% |
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