+1,678.9%
VRT vs P
+331.4%
+1,347.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -16.4% | +2.4% | -6.6% |
| 7D | -28.1% | -31.9% | +3.8% | -14.4% |
| 30D | -30.2% | -36.5% | +6.3% | -14.4% |
| 3M | -36.4% | +11.6% | -48.0% | -40.4% |
| 6M | -48.2% | +25.2% | -73.4% | -54.2% |
| YTD | +9.2% | +39.4% | -30.3% | -8.5% |
| 1Y | -7.2% | -3.7% | -3.6% | -11.1% |
| 3Y | +338.7% | +167.3% | +171.4% | +172.1% |
| 5Y | +542.8% | +237.3% | +305.5% | +264.6% |
| All | +1,678.9% | +331.4% | +1,347.5% | +673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling