+403.5%
VRT vs IT
-52.4%
+455.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.6% |
| 7D | -10.6% | -18.8% | +8.2% | -11.1% |
| 30D | -17.4% | -0.1% | -17.4% | -17.8% |
| 3M | -26.4% | +2.9% | -29.3% | -26.8% |
| 6M | -41.0% | +20.4% | -61.4% | -41.2% |
| YTD | +23.8% | -24.3% | +48.1% | +39.7% |
| 1Y | +11.6% | -17.2% | +28.8% | +20.9% |
| 3Y | +403.5% | -52.4% | +455.9% | +635.2% |
| All | +403.5% | -52.4% | +455.9% | +635.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling