+2,723.0%
VRT vs ON
+239.5%
+2,483.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.9% |
| 7D | +9.1% | +2.4% | +6.7% | +8.0% |
| 30D | +0.9% | -3.3% | +4.2% | +2.5% |
| 3M | -13.4% | -43.6% | +30.2% | +9.9% |
| 6M | +11.7% | +19.0% | -7.3% | +1.7% |
| YTD | +73.2% | +37.4% | +35.9% | +48.5% |
| 1Y | +123.4% | +54.8% | +68.7% | +80.4% |
| 3Y | +606.2% | -25.2% | +631.3% | +613.6% |
| 5Y | +899.9% | +62.7% | +837.2% | +619.7% |
| All | +2,723.0% | +239.5% | +2,483.6% | +1,091.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling