0.0%
VRT vs P
-0.9%
+0.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +1.7% |
| 7D | -21.4% | -23.8% | +2.5% | -9.9% |
| 30D | -25.8% | -36.6% | +10.8% | -7.6% |
| 3M | -33.5% | +10.9% | -44.4% | -37.8% |
| 6M | -49.0% | +30.0% | -79.0% | -56.5% |
| YTD | +12.9% | +44.4% | -31.4% | -8.4% |
| 1Y | 0.0% | +3.9% | -3.9% | -13.4% |
| All | 0.0% | -0.9% | +0.9% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling