+619.5%
VRT vs PM
+117.4%
+502.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +3.9% |
| 7D | +9.1% | -4.9% | +14.0% | +8.0% |
| 30D | +0.9% | -3.4% | +4.3% | +0.3% |
| 3M | -13.4% | +5.2% | -18.6% | -12.4% |
| 6M | +11.7% | +3.7% | +8.0% | +12.5% |
| YTD | +73.2% | +15.8% | +57.5% | +79.6% |
| 1Y | +123.4% | +17.4% | +106.1% | +133.8% |
| All | +619.5% | +117.4% | +502.1% | +772.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling