+567.3%
VRT vs PM
+163.3%
+404.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.5% |
| 7D | -21.4% | -5.2% | -16.1% | -21.2% |
| 30D | -25.8% | +2.7% | -28.5% | -25.8% |
| 3M | -33.5% | +6.1% | -39.7% | -33.6% |
| 6M | -49.0% | +18.0% | -67.0% | -49.8% |
| YTD | +12.9% | +26.6% | -13.6% | +10.5% |
| 1Y | 0.0% | +36.7% | -36.7% | -3.1% |
| 3Y | +361.8% | +146.0% | +215.8% | +248.2% |
| All | +567.3% | +163.3% | +404.0% | +406.6% |
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