+2,723.0%
VRT vs ITOT
+197.2%
+2,525.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.8% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +0.9% | 0.0% | +0.9% | +1.0% |
| 3M | -13.4% | +2.0% | -15.3% | -14.7% |
| 6M | +11.7% | +13.0% | -1.4% | -4.3% |
| YTD | +73.2% | +14.0% | +59.3% | +47.5% |
| 1Y | +123.4% | +19.9% | +103.5% | +79.3% |
| 3Y | +606.2% | +75.8% | +530.4% | +281.2% |
| 5Y | +899.9% | +73.8% | +826.0% | +463.0% |
| All | +2,723.0% | +197.2% | +2,525.9% | +961.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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