+3.5%
VRT vs ON
+41.9%
-38.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.5% |
| 7D | -17.7% | -4.1% | -13.6% | -15.3% |
| 30D | -20.0% | -10.2% | -9.8% | -14.9% |
| 3M | -28.1% | -12.7% | -15.3% | -22.7% |
| 6M | -42.8% | -32.5% | -10.3% | -31.9% |
| YTD | +20.0% | +28.6% | -8.6% | 0.0% |
| 1Y | +3.5% | +43.4% | -39.9% | -14.8% |
| All | +3.5% | +41.9% | -38.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling