+1,934.0%
VRT vs NI
+131.2%
+1,802.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +10.5% | +4.3% | +6.2% | +8.8% |
| 30D | -9.3% | +12.4% | -21.7% | -13.2% |
| 3M | -29.6% | +10.2% | -39.8% | -32.1% |
| 6M | -45.4% | -0.8% | -44.6% | -45.4% |
| YTD | +24.8% | +13.2% | +11.6% | +18.7% |
| 1Y | +23.6% | +10.1% | +13.5% | +18.9% |
| 3Y | +379.7% | +103.1% | +276.6% | +272.3% |
| 5Y | +660.3% | +115.5% | +544.8% | +476.3% |
| All | +1,934.0% | +131.2% | +1,802.8% | +1,452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling