+542.8%
VRT vs PL
+11.6%
+531.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -10.1% | -3.9% | -11.8% |
| 7D | -28.1% | -20.5% | -7.6% | -24.2% |
| 30D | -30.2% | -38.8% | +8.6% | -22.3% |
| 3M | -36.4% | -49.1% | +12.7% | -26.8% |
| 6M | -48.2% | -69.4% | +21.2% | -34.9% |
| YTD | +9.2% | -42.3% | +51.5% | +16.4% |
| 1Y | -7.2% | -14.2% | +7.0% | -10.5% |
| 3Y | +338.7% | +398.7% | -60.0% | +148.3% |
| 5Y | +542.8% | +11.1% | +531.7% | +351.3% |
| All | +542.8% | +11.6% | +531.3% | +351.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling