+953.6%
VRT vs LNG
+222.3%
+731.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | +2.4% | -6.7% | +9.1% | +4.3% |
| 30D | -2.7% | +3.9% | -6.5% | -4.0% |
| 3M | -9.2% | +15.5% | -24.7% | -14.0% |
| 6M | -0.5% | +10.5% | -11.0% | -5.8% |
| YTD | +62.3% | +43.0% | +19.4% | +38.5% |
| 1Y | +109.6% | +18.9% | +90.7% | +91.8% |
| 3Y | +573.1% | +74.7% | +498.4% | +458.1% |
| 5Y | +953.6% | +231.2% | +722.4% | +733.9% |
| All | +953.6% | +222.3% | +731.4% | +733.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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