+2,486.9%
VRT vs PSLV
+272.8%
+2,214.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -8.4% | -3.5% | -4.9% | -7.4% |
| 30D | -10.9% | -2.1% | -8.7% | -10.4% |
| 3M | -13.7% | -1.6% | -12.0% | -13.7% |
| 6M | -4.1% | -25.5% | +21.4% | +3.4% |
| YTD | +58.7% | -11.4% | +70.2% | +58.3% |
| 1Y | +89.6% | +48.6% | +41.0% | +61.5% |
| 3Y | +558.1% | +166.9% | +391.3% | +369.3% |
| 5Y | +953.0% | +152.4% | +800.5% | +635.6% |
| All | +2,486.9% | +272.8% | +2,214.1% | +1,334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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