+916.4%
VRT vs PBR
+558.3%
+358.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -6.1% |
| 7D | -7.7% | +4.2% | -11.9% | -8.5% |
| 30D | -12.0% | +22.7% | -34.7% | -15.9% |
| 3M | -11.7% | +21.5% | -33.2% | -15.8% |
| 6M | -8.1% | +24.0% | -32.1% | -13.5% |
| YTD | +53.2% | +88.2% | -35.0% | +30.9% |
| 1Y | +81.7% | +74.8% | +6.8% | +57.2% |
| 3Y | +535.3% | +105.1% | +430.2% | +425.9% |
| 5Y | +916.4% | +572.2% | +344.1% | +602.8% |
| All | +916.4% | +558.3% | +358.0% | +602.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling