+1,855.0%
VRT vs PR
+39.9%
+1,815.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | -17.7% | -9.5% | -8.2% | -16.6% |
| 30D | -20.0% | -5.7% | -14.3% | -19.4% |
| 3M | -28.1% | +3.0% | -31.1% | -28.4% |
| 6M | -42.8% | +11.8% | -54.7% | -43.8% |
| YTD | +20.0% | +58.5% | -38.5% | +12.7% |
| 1Y | +3.5% | +69.9% | -66.4% | -3.6% |
| 3Y | +366.1% | +84.9% | +281.2% | +331.5% |
| 5Y | +632.2% | +246.4% | +385.7% | +529.8% |
| All | +1,855.0% | +39.9% | +1,815.1% | +1,168.1% |
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