+953.6%
VRT vs NI
+95.2%
+858.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | +2.4% | +1.3% | +1.1% | +1.9% |
| 30D | -2.7% | -0.3% | -2.4% | -2.5% |
| 3M | -9.2% | -9.5% | +0.3% | -5.5% |
| 6M | -0.5% | -10.2% | +9.7% | +3.8% |
| YTD | +62.3% | +1.8% | +60.6% | +60.0% |
| 1Y | +109.6% | +5.7% | +103.9% | +102.9% |
| 3Y | +573.1% | +69.6% | +503.5% | +447.5% |
| 5Y | +953.6% | +95.8% | +857.9% | +694.3% |
| All | +953.6% | +95.2% | +858.5% | +694.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling