+2,826.7%
VRT vs PM
+225.0%
+2,601.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | +13.6% | -1.3% | +14.9% | +14.0% |
| 30D | +6.8% | -2.6% | +9.3% | +7.3% |
| 3M | -3.2% | +5.8% | -9.0% | -5.7% |
| 6M | +20.3% | +10.6% | +9.8% | +15.4% |
| YTD | +79.6% | +17.2% | +62.4% | +69.2% |
| 1Y | +139.0% | +17.6% | +121.4% | +123.6% |
| 3Y | +644.6% | +124.3% | +520.4% | +414.0% |
| 5Y | +1,024.4% | +125.1% | +899.3% | +668.3% |
| All | +2,826.7% | +225.0% | +2,601.7% | +1,571.7% |
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