+644.6%
VRT vs IT
-51.4%
+696.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.1% | +3.8% |
| 7D | +13.6% | -9.1% | +22.7% | +13.8% |
| 30D | +6.8% | -7.0% | +13.8% | +6.8% |
| 3M | -3.2% | +7.6% | -10.9% | -2.8% |
| 6M | +20.3% | +2.1% | +18.2% | +21.4% |
| YTD | +79.6% | -31.6% | +111.2% | +101.9% |
| 1Y | +139.0% | -29.9% | +168.9% | +163.4% |
| 3Y | +644.6% | -51.3% | +695.9% | +1,035.6% |
| All | +644.6% | -51.4% | +696.0% | +1,035.6% |
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