+2,723.0%
VRT vs LEN
+85.8%
+2,637.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | +9.1% | -3.2% | +12.3% | +10.5% |
| 30D | +0.9% | -4.9% | +5.8% | +2.6% |
| 3M | -13.4% | -8.5% | -4.9% | -10.9% |
| 6M | +11.7% | -20.7% | +32.3% | +21.3% |
| YTD | +73.2% | -17.4% | +90.6% | +83.5% |
| 1Y | +123.4% | -38.2% | +161.7% | +163.7% |
| 3Y | +606.2% | -24.9% | +631.0% | +613.9% |
| 5Y | +899.9% | -11.4% | +911.3% | +816.7% |
| All | +2,723.0% | +85.8% | +2,637.2% | +1,557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling