+123.4%
VRT vs O
+11.2%
+112.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.1% |
| 7D | +9.1% | -0.7% | +9.9% | +8.8% |
| 30D | +0.9% | -1.9% | +2.8% | +0.3% |
| 3M | -13.4% | +3.8% | -17.2% | -14.2% |
| 6M | +11.7% | -4.7% | +16.4% | +13.0% |
| YTD | +73.2% | +12.5% | +60.8% | +77.3% |
| 1Y | +123.4% | +10.8% | +112.6% | +139.0% |
| All | +123.4% | +11.2% | +112.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling