+905.2%
VRT vs PM
+119.0%
+786.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +4.5% |
| 7D | +9.1% | -4.9% | +14.0% | +9.5% |
| 30D | +0.9% | -3.4% | +4.3% | +1.1% |
| 3M | -13.4% | +5.2% | -18.6% | -14.3% |
| 6M | +11.7% | +3.7% | +8.0% | +10.6% |
| YTD | +73.2% | +15.8% | +57.5% | +69.4% |
| 1Y | +123.4% | +17.4% | +106.1% | +117.9% |
| 3Y | +606.2% | +116.9% | +489.2% | +439.8% |
| All | +905.2% | +119.0% | +786.3% | +673.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling