+644.6%
VRT vs LEN
-25.9%
+670.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +4.3% |
| 7D | +13.6% | -2.9% | +16.5% | +14.1% |
| 30D | +6.8% | -8.9% | +15.6% | +8.2% |
| 3M | -3.2% | -10.9% | +7.7% | -1.7% |
| 6M | +20.3% | -19.7% | +40.0% | +23.7% |
| YTD | +79.6% | -20.6% | +100.2% | +84.5% |
| 1Y | +139.0% | -42.4% | +181.4% | +156.7% |
| 3Y | +644.6% | -26.5% | +671.2% | +555.3% |
| All | +644.6% | -25.9% | +670.5% | +555.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling