+1,740.6%
VRT vs ON
+189.0%
+1,551.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -21.4% | -11.7% | -9.7% | -16.5% |
| 30D | -25.8% | -23.3% | -2.5% | -16.3% |
| 3M | -33.5% | -19.2% | -14.4% | -27.0% |
| 6M | -49.0% | -40.1% | -8.9% | -37.4% |
| YTD | +12.9% | +16.9% | -4.0% | +3.8% |
| 1Y | 0.0% | +29.7% | -29.7% | -12.4% |
| 3Y | +361.8% | -4.4% | +366.2% | +329.7% |
| 5Y | +565.1% | +7.1% | +558.1% | +465.3% |
| All | +1,740.6% | +189.0% | +1,551.7% | +732.8% |
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 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