+1,740.6%
VRT vs PR
+40.1%
+1,700.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.2% |
| 7D | -21.4% | -16.4% | -4.9% | -19.5% |
| 30D | -25.8% | -1.9% | -23.9% | -25.6% |
| 3M | -33.5% | +8.0% | -41.5% | -34.2% |
| 6M | -49.0% | +4.1% | -53.1% | -49.4% |
| YTD | +12.9% | +58.7% | -45.7% | +6.1% |
| 1Y | 0.0% | +75.8% | -75.8% | -7.2% |
| 3Y | +361.8% | +73.2% | +288.7% | +330.2% |
| 5Y | +565.1% | +230.1% | +335.0% | +474.0% |
| All | +1,740.6% | +40.1% | +1,700.5% | +1,093.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling