+771.4%
VRT vs PL
+45.6%
+725.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -17.7% | +5.6% | -23.3% | -18.5% |
| 30D | -20.0% | -16.9% | -3.1% | -16.7% |
| 3M | -28.1% | -38.2% | +10.1% | -20.6% |
| 6M | -42.8% | -63.4% | +20.6% | -30.9% |
| YTD | +20.0% | -27.6% | +47.6% | +21.7% |
| 1Y | +3.5% | +6.6% | -3.1% | -4.8% |
| 3Y | +366.1% | +557.6% | -191.5% | +147.9% |
| 5Y | +632.2% | +39.5% | +592.7% | +396.1% |
| All | +771.4% | +45.6% | +725.8% | +491.6% |
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