+1,855.0%
VRT vs ON
+217.7%
+1,637.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | -17.7% | -4.1% | -13.6% | -15.7% |
| 30D | -20.0% | -10.2% | -9.8% | -15.7% |
| 3M | -28.1% | -12.7% | -15.3% | -23.6% |
| 6M | -42.8% | -32.5% | -10.3% | -33.3% |
| YTD | +20.0% | +28.6% | -8.6% | +5.7% |
| 1Y | +3.5% | +43.4% | -39.9% | -13.2% |
| 3Y | +366.1% | +3.3% | +362.8% | +319.1% |
| 5Y | +632.2% | +22.5% | +609.7% | +488.8% |
| All | +1,855.0% | +217.7% | +1,637.3% | +748.7% |
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