+647.0%
VRT vs LEN
-2.5%
+649.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.4% | +8.5% |
| 7D | -10.6% | +0.6% | -11.2% | -11.3% |
| 30D | -17.4% | +19.4% | -36.8% | -24.0% |
| 3M | -26.4% | +4.5% | -30.9% | -28.9% |
| 6M | -41.0% | +4.9% | -45.9% | -43.6% |
| YTD | +23.8% | -8.9% | +32.7% | +24.4% |
| 1Y | +11.6% | -23.0% | +34.6% | +20.5% |
| 3Y | +403.5% | -16.7% | +420.2% | +344.9% |
| 5Y | +647.0% | -4.5% | +651.5% | +435.0% |
| All | +647.0% | -2.5% | +649.5% | +435.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling