+21.0%
VRT vs PM
+30.3%
-9.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.2% | +6.7% | +8.2% |
| 7D | +18.6% | -2.4% | +21.0% | +18.1% |
| 30D | -11.7% | -1.3% | -10.3% | -11.3% |
| 3M | -27.3% | +6.5% | -33.8% | -25.6% |
| 6M | -42.9% | +7.0% | -49.9% | -40.8% |
| YTD | +29.5% | +25.8% | +3.7% | +40.8% |
| 1Y | +21.0% | +30.9% | -9.8% | +36.1% |
| All | +21.0% | +30.3% | -9.3% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling