+2,397.0%
VRT vs LVS
-26.2%
+2,423.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.0% |
| 7D | -7.7% | -4.3% | -3.4% | -6.2% |
| 30D | -12.0% | -6.8% | -5.1% | -9.9% |
| 3M | -11.7% | -15.6% | +4.0% | -6.9% |
| 6M | -8.1% | -20.6% | +12.5% | -1.3% |
| YTD | +53.2% | -33.4% | +86.6% | +74.4% |
| 1Y | +81.7% | -20.1% | +101.8% | +92.2% |
| 3Y | +535.3% | -7.4% | +542.7% | +514.3% |
| 5Y | +916.4% | +8.5% | +907.9% | +779.3% |
| All | +2,397.0% | -26.2% | +2,423.2% | +2,017.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling