+905.2%
VRT vs PR
+433.6%
+471.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | +9.1% | +2.9% | +6.2% | +8.1% |
| 30D | +0.9% | +18.0% | -17.1% | -4.3% |
| 3M | -13.4% | +16.9% | -30.2% | -18.2% |
| 6M | +11.7% | +28.2% | -16.5% | +1.5% |
| YTD | +73.2% | +69.3% | +3.9% | +43.5% |
| 1Y | +123.4% | +69.5% | +53.9% | +83.8% |
| 3Y | +606.2% | +81.7% | +524.5% | +466.4% |
| All | +905.2% | +433.6% | +471.6% | +511.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling