+567.3%
VRT vs ON
+5.6%
+561.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | -21.4% | -11.7% | -9.7% | -15.8% |
| 30D | -25.8% | -23.3% | -2.5% | -14.9% |
| 3M | -33.5% | -19.2% | -14.4% | -26.1% |
| 6M | -49.0% | -40.1% | -8.9% | -35.8% |
| YTD | +12.9% | +16.9% | -4.0% | +1.4% |
| 1Y | 0.0% | +29.7% | -29.7% | -15.0% |
| 3Y | +361.8% | -4.4% | +366.2% | +314.0% |
| All | +567.3% | +5.6% | +561.7% | +404.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling