+346.3%
VRT vs PR
+61.1%
+285.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.9% | -9.2% | -11.7% |
| 7D | -28.1% | -16.5% | -11.6% | -21.7% |
| 30D | -30.2% | -4.5% | -25.7% | -28.5% |
| 3M | -36.4% | +8.5% | -44.9% | -39.3% |
| 6M | -48.2% | -3.3% | -44.8% | -48.2% |
| YTD | +9.2% | +55.7% | -46.5% | -19.0% |
| 1Y | -7.2% | +82.0% | -89.3% | -38.1% |
| All | +346.3% | +61.1% | +285.2% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling