+677.0%
VRT vs LNG
+207.1%
+470.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.6% | +5.2% |
| 7D | +0.5% | +4.5% | -4.0% | -0.7% |
| 30D | -13.7% | +8.0% | -21.8% | -15.5% |
| 3M | -26.7% | +15.0% | -41.7% | -29.8% |
| 6M | -43.8% | +27.1% | -70.9% | -48.5% |
| YTD | +27.6% | +58.1% | -30.6% | +4.9% |
| 1Y | +15.5% | +45.0% | -29.5% | -1.6% |
| 3Y | +395.6% | +82.6% | +313.0% | +302.1% |
| All | +677.0% | +207.1% | +470.0% | +485.8% |
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