+1,740.6%
VRT vs PM
+251.1%
+1,489.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.9% |
| 7D | -21.4% | -5.2% | -16.1% | -20.3% |
| 30D | -25.8% | +2.7% | -28.5% | -26.3% |
| 3M | -33.5% | +6.1% | -39.7% | -34.7% |
| 6M | -49.0% | +18.0% | -67.0% | -51.9% |
| YTD | +12.9% | +26.6% | -13.6% | +4.2% |
| 1Y | 0.0% | +36.7% | -36.7% | -10.1% |
| 3Y | +361.8% | +146.0% | +215.8% | +210.2% |
| 5Y | +565.1% | +164.1% | +401.1% | +329.3% |
| All | +1,740.6% | +251.1% | +1,489.5% | +929.5% |
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