+1,917.9%
VRT vs PM
+242.7%
+1,675.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +10.2% |
| 7D | -10.6% | -7.3% | -3.3% | -9.0% |
| 30D | -17.4% | -4.0% | -13.4% | -16.7% |
| 3M | -26.4% | +2.7% | -29.1% | -27.2% |
| 6M | -41.0% | +14.9% | -55.9% | -43.9% |
| YTD | +23.8% | +23.5% | +0.3% | +14.8% |
| 1Y | +11.6% | +30.4% | -18.7% | +1.6% |
| 3Y | +403.5% | +143.2% | +260.3% | +237.8% |
| 5Y | +647.0% | +159.5% | +487.6% | +383.3% |
| All | +1,917.9% | +242.7% | +1,675.2% | +1,034.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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