+1,934.0%
VRT vs ON
+224.3%
+1,709.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -2.0% |
| 7D | +10.5% | +12.2% | -1.7% | +5.1% |
| 30D | -9.3% | -3.1% | -6.2% | -7.6% |
| 3M | -29.6% | -12.9% | -16.7% | -25.1% |
| 6M | -45.4% | -38.6% | -6.8% | -33.4% |
| YTD | +24.8% | +31.2% | -6.4% | +9.1% |
| 1Y | +23.6% | +47.6% | -24.0% | +2.4% |
| 3Y | +379.7% | +6.6% | +373.1% | +325.8% |
| 5Y | +660.3% | +21.3% | +639.1% | +512.9% |
| All | +1,934.0% | +224.3% | +1,709.7% | +775.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling