+21.0%
VRT vs PL
+10.1%
+11.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.2% |
| 7D | +18.6% | +22.3% | -3.6% | +13.5% |
| 30D | -11.7% | -8.3% | -3.3% | -10.3% |
| 3M | -27.3% | -43.3% | +16.0% | -20.2% |
| 6M | -42.9% | -65.8% | +23.0% | -33.9% |
| YTD | +29.5% | -29.5% | +59.0% | +37.9% |
| 1Y | +21.0% | +11.7% | +9.3% | +25.2% |
| All | +21.0% | +10.1% | +11.0% | +25.2% |
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