+379.7%
VRT vs PBR
+69.2%
+310.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | +10.5% | -1.0% | +11.5% | +10.7% |
| 30D | -9.3% | -29.3% | +20.0% | -3.1% |
| 3M | -29.6% | +5.5% | -35.1% | -32.0% |
| 6M | -45.4% | -2.9% | -42.5% | -46.3% |
| YTD | +24.8% | +61.5% | -36.7% | +2.2% |
| 1Y | +23.6% | +46.9% | -23.2% | +4.3% |
| 3Y | +379.7% | +66.4% | +313.2% | +280.6% |
| All | +379.7% | +69.2% | +310.5% | +280.6% |
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