+1,740.6%
VRT vs P
+346.7%
+1,393.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +1.9% |
| 7D | -21.4% | -23.8% | +2.5% | -10.9% |
| 30D | -25.8% | -36.6% | +10.8% | -8.9% |
| 3M | -33.5% | +10.9% | -44.4% | -37.5% |
| 6M | -49.0% | +30.0% | -79.0% | -55.8% |
| YTD | +12.9% | +44.4% | -31.4% | -6.8% |
| 1Y | 0.0% | +3.9% | -3.9% | -7.3% |
| 3Y | +361.8% | +176.6% | +185.2% | +182.1% |
| 5Y | +565.1% | +249.3% | +315.9% | +271.4% |
| All | +1,740.6% | +346.7% | +1,393.9% | +688.1% |
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