+123.4%
VRT vs PL
+176.6%
-53.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.5% |
| 7D | +9.1% | -9.3% | +18.4% | +10.3% |
| 30D | +0.9% | -18.9% | +19.9% | +3.6% |
| 3M | -13.4% | -58.4% | +45.0% | -5.8% |
| 6M | +11.7% | -30.3% | +42.0% | +17.1% |
| YTD | +73.2% | -8.1% | +81.3% | +78.4% |
| 1Y | +123.4% | +180.5% | -57.1% | +145.0% |
| All | +123.4% | +176.6% | -53.2% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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