+1,934.0%
VRT vs P
+398.6%
+1,535.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.7% |
| 7D | +10.5% | +11.6% | -1.1% | +5.3% |
| 30D | -9.3% | -23.7% | +14.4% | +2.7% |
| 3M | -29.6% | -8.0% | -21.6% | -27.5% |
| 6M | -45.4% | +27.9% | -73.3% | -52.1% |
| YTD | +24.8% | +61.2% | -36.3% | -1.9% |
| 1Y | +23.6% | +28.6% | -5.0% | +4.3% |
| 3Y | +379.7% | +200.5% | +179.2% | +182.0% |
| 5Y | +660.3% | +282.9% | +377.4% | +306.7% |
| All | +1,934.0% | +398.6% | +1,535.4% | +730.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling