+2,397.0%
VRT vs NI
+106.5%
+2,290.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | -7.7% | -0.6% | -7.1% | -7.5% |
| 30D | -12.0% | -1.4% | -10.5% | -11.4% |
| 3M | -11.7% | -10.6% | -1.1% | -8.1% |
| 6M | -8.1% | -9.9% | +1.8% | -4.8% |
| YTD | +53.2% | +1.2% | +52.1% | +52.1% |
| 1Y | +81.7% | +4.4% | +77.2% | +78.1% |
| 3Y | +535.3% | +68.6% | +466.7% | +427.1% |
| 5Y | +916.4% | +98.0% | +818.4% | +696.4% |
| All | +2,397.0% | +106.5% | +2,290.5% | +1,888.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling