+953.6%
VRT vs NEM
+156.0%
+797.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.9% |
| 7D | +2.4% | +3.1% | -0.6% | +1.6% |
| 30D | -2.7% | +10.0% | -12.7% | -5.2% |
| 3M | -9.2% | +30.9% | -40.1% | -15.6% |
| 6M | -0.5% | +10.5% | -11.0% | -3.9% |
| YTD | +62.3% | +29.7% | +32.6% | +52.2% |
| 1Y | +109.6% | +71.1% | +38.4% | +86.5% |
| 3Y | +573.1% | +252.1% | +321.0% | +427.0% |
| 5Y | +953.6% | +157.7% | +795.9% | +749.9% |
| All | +953.6% | +156.0% | +797.7% | +749.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling