+2,545.5%
VRT vs LEN
+79.6%
+2,466.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.8% |
| 7D | +2.4% | -3.4% | +5.8% | +3.7% |
| 30D | -2.7% | -5.7% | +3.0% | -0.8% |
| 3M | -9.2% | -12.2% | +3.0% | -5.1% |
| 6M | -0.5% | -18.3% | +17.8% | +6.7% |
| YTD | +62.3% | -20.2% | +82.5% | +74.1% |
| 1Y | +109.6% | -40.1% | +149.6% | +150.3% |
| 3Y | +573.1% | -26.2% | +599.3% | +583.9% |
| 5Y | +953.6% | -9.8% | +963.5% | +858.1% |
| All | +2,545.5% | +79.6% | +2,466.0% | +1,472.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling