+23.6%
VRT vs ON
+45.4%
-21.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -1.5% |
| 7D | +10.5% | +12.2% | -1.7% | +3.6% |
| 30D | -9.3% | -3.1% | -6.2% | -7.5% |
| 3M | -29.6% | -12.9% | -16.7% | -24.3% |
| 6M | -45.4% | -38.6% | -6.8% | -31.1% |
| YTD | +24.8% | +31.2% | -6.4% | +4.5% |
| 1Y | +23.6% | +47.6% | -24.0% | +1.5% |
| All | +23.6% | +45.4% | -21.8% | +1.5% |
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 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