+139.0%
VRT vs PM
+18.4%
+120.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +4.0% |
| 7D | +13.6% | -1.3% | +14.9% | +13.3% |
| 30D | +6.8% | -2.6% | +9.3% | +6.3% |
| 3M | -3.2% | +5.8% | -9.0% | -2.4% |
| 6M | +20.3% | +10.6% | +9.8% | +21.6% |
| YTD | +79.6% | +17.2% | +62.4% | +92.4% |
| 1Y | +139.0% | +17.6% | +121.4% | +163.5% |
| All | +139.0% | +18.4% | +120.6% | +163.5% |
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 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