+21.0%
VRT vs O
+9.6%
+11.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.2% |
| 7D | +18.6% | -0.4% | +19.0% | +18.3% |
| 30D | -11.7% | +8.3% | -19.9% | -7.6% |
| 3M | -27.3% | -4.0% | -23.3% | -27.1% |
| 6M | -42.9% | -2.6% | -40.2% | -42.1% |
| YTD | +29.5% | +9.9% | +19.6% | +32.6% |
| 1Y | +21.0% | +9.8% | +11.2% | +21.8% |
| All | +21.0% | +9.6% | +11.5% | +21.8% |
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