+123.4%
VRT vs LEN
-37.1%
+160.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | +9.1% | -3.2% | +12.3% | +9.5% |
| 30D | +0.9% | -4.9% | +5.8% | +1.5% |
| 3M | -13.4% | -8.5% | -4.9% | -12.4% |
| 6M | +11.7% | -20.7% | +32.3% | +11.8% |
| YTD | +73.2% | -17.4% | +90.6% | +75.8% |
| 1Y | +123.4% | -38.2% | +161.7% | +111.6% |
| All | +123.4% | -37.1% | +160.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling