+403.5%
VRT vs LEN
-17.6%
+421.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.4% | +9.4% |
| 7D | -10.6% | +0.6% | -11.2% | -10.6% |
| 30D | -17.4% | +19.4% | -36.8% | -19.0% |
| 3M | -26.4% | +4.5% | -30.9% | -26.6% |
| 6M | -41.0% | +4.9% | -45.9% | -41.3% |
| YTD | +23.8% | -8.9% | +32.7% | +24.8% |
| 1Y | +11.6% | -23.0% | +34.6% | +14.4% |
| 3Y | +403.5% | -16.7% | +420.2% | +321.3% |
| All | +403.5% | -17.6% | +421.1% | +321.3% |
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