+2,723.0%
VRT vs O
+66.8%
+2,656.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.7% |
| 7D | +9.1% | -0.7% | +9.9% | +9.5% |
| 30D | +0.9% | -1.9% | +2.8% | +1.8% |
| 3M | -13.4% | +3.8% | -17.2% | -16.0% |
| 6M | +11.7% | -4.7% | +16.4% | +13.3% |
| YTD | +73.2% | +12.5% | +60.8% | +61.0% |
| 1Y | +123.4% | +10.8% | +112.6% | +108.6% |
| 3Y | +606.2% | +28.8% | +577.4% | +474.9% |
| 5Y | +899.9% | +13.2% | +886.7% | +793.8% |
| All | +2,723.0% | +66.8% | +2,656.2% | +2,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling