+1,917.9%
VRT vs P
+374.8%
+1,543.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.3% | +3.3% | +6.8% |
| 7D | -10.6% | -9.6% | -1.0% | -5.9% |
| 30D | -17.4% | -33.4% | +16.0% | -0.7% |
| 3M | -26.4% | +14.2% | -40.6% | -31.6% |
| 6M | -41.0% | +31.6% | -72.6% | -49.0% |
| YTD | +23.8% | +53.5% | -29.6% | -0.5% |
| 1Y | +11.6% | +14.2% | -2.6% | -0.7% |
| 3Y | +403.5% | +190.5% | +213.0% | +200.8% |
| 5Y | +647.0% | +256.3% | +390.7% | +310.8% |
| All | +1,917.9% | +374.8% | +1,543.1% | +741.5% |
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