+13.8%
VRT vs NEM
+50.9%
-37.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +9.9% | -22.8% | -16.8% |
| 7D | -15.4% | +3.7% | -19.1% | -17.0% |
| 30D | -19.0% | +2.0% | -20.9% | -19.8% |
| 3M | -23.8% | +21.1% | -44.9% | -31.3% |
| 6M | -37.9% | +9.5% | -47.4% | -41.4% |
| YTD | +27.0% | +19.1% | +7.9% | +14.0% |
| 1Y | +13.8% | +51.1% | -37.3% | -10.6% |
| All | +13.8% | +50.9% | -37.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling