+2,723.0%
VRT vs IT
+43.0%
+2,680.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +5.7% |
| 7D | +9.1% | -6.0% | +15.2% | +11.1% |
| 30D | +0.9% | 0.0% | +0.9% | +0.3% |
| 3M | -13.4% | +13.1% | -26.4% | -19.4% |
| 6M | +11.7% | +11.7% | 0.0% | +1.7% |
| YTD | +73.2% | -26.1% | +99.3% | +85.8% |
| 1Y | +123.4% | -21.3% | +144.7% | +128.5% |
| 3Y | +606.2% | -46.7% | +652.9% | +766.0% |
| 5Y | +899.9% | -40.5% | +940.4% | +1,060.6% |
| All | +2,723.0% | +43.0% | +2,680.0% | +2,037.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling