+573.1%
VRT vs PBR
+97.2%
+475.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.7% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -2.7% | +17.5% | -20.2% | -6.6% |
| 3M | -9.2% | +20.9% | -30.1% | -14.0% |
| 6M | -0.5% | +20.2% | -20.8% | -7.2% |
| YTD | +62.3% | +84.3% | -21.9% | +32.6% |
| 1Y | +109.6% | +77.1% | +32.5% | +72.1% |
| All | +573.1% | +97.2% | +475.9% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling