+1,934.0%
VRT vs LEN
+87.1%
+1,846.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | -5.8% | +16.3% | +13.0% |
| 30D | -9.3% | +13.7% | -23.0% | -15.2% |
| 3M | -29.6% | -3.9% | -25.7% | -30.1% |
| 6M | -45.4% | -0.4% | -45.0% | -46.9% |
| YTD | +24.8% | -16.8% | +41.7% | +29.1% |
| 1Y | +23.6% | -29.5% | +53.1% | +36.2% |
| 3Y | +379.7% | -25.6% | +405.3% | +378.1% |
| 5Y | +660.3% | -13.2% | +673.6% | +588.2% |
| All | +1,934.0% | +87.1% | +1,846.9% | +1,066.1% |
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