+720.4%
VRT vs PL
+28.1%
+692.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | +1.2% |
| 7D | -21.4% | -6.8% | -14.5% | -19.9% |
| 30D | -25.8% | -29.3% | +3.5% | -20.0% |
| 3M | -33.5% | -44.8% | +11.2% | -24.9% |
| 6M | -49.0% | -68.4% | +19.4% | -36.6% |
| YTD | +12.9% | -36.4% | +49.3% | +17.8% |
| 1Y | 0.0% | +0.7% | -0.7% | -6.9% |
| 3Y | +361.8% | +455.3% | -93.5% | +155.1% |
| 5Y | +565.1% | +22.7% | +542.5% | +363.5% |
| All | +720.4% | +28.1% | +692.4% | +472.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling