+2,723.0%
VRT vs NEM
+346.1%
+2,377.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.1% | +4.7% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | +0.9% | +23.1% | -22.1% | -3.8% |
| 3M | -13.4% | +18.5% | -31.9% | -16.9% |
| 6M | +11.7% | +7.8% | +3.9% | +9.0% |
| YTD | +73.2% | +29.1% | +44.1% | +63.8% |
| 1Y | +123.4% | +72.7% | +50.8% | +100.6% |
| 3Y | +606.2% | +248.7% | +357.4% | +458.9% |
| 5Y | +899.9% | +148.7% | +751.2% | +709.7% |
| All | +2,723.0% | +346.1% | +2,377.0% | +2,072.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling